Stabilization of a class of uncertain large-scale stochastic systems with time delays. (English) Zbl 0936.93050

Xie, Shoulie; Xie, Lihua

Automatica 36, No. 1, 161-167 (2000).

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.

Reviewer: Vjatscheslav Vasiliev (Tomsk)

MSC:

93E15	Stochastic stability in control theory
93D15	Stabilization of systems by feedback
34K35	Control problems for functional-differential equations
34K50	Stochastic functional-differential equations
93A14	Decentralized systems
15A39	Linear inequalities of matrices

Keywords:

decentralized control; interconnected stochastic systems; linear matrix inequalities; time delay; parameter uncertainty; bilinear stochastic systems; robust controller; robust stability

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