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Stabilization of a class of uncertain large-scale stochastic systems with time delays. (English) Zbl 0936.93050
This paper considers a class of large-scale interconnected bilinear stochastic systems with time delays and time-varying parameter uncertainties. The problem is to design a robust decentralized controller such that the closed-loop interconnected stochastic system is globally asymptotically stable in probability for all admissible uncertainties and time delays. Robust stability analysis is given in terms of a set of linear matrix inequalities (LMI). It is shown that the robust decentralized stabilization can be solved by an LMI-based method.
93E15Stochastic stability
93D15Stabilization of systems by feedback
34K35Functional-differential equations connected with control problems
34K50Stochastic functional-differential equations
93A14Decentralized systems
15A39Linear inequalities of matrices