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含非线性扰动的变时滞随机微分系统的均方渐近稳定性

DOI: 10.3969/j.issn.1001-8395.2015.06.001, PP. 791-796

Keywords: 非线性扰动,变时滞,随机微分系统,Riccati矩阵方程,均方渐近稳定

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Abstract:

研究一类含有非线性扰动的变时滞随机系统的均方渐近稳定性问题.通过构造Lyapnov-Krasovskii泛函,运用It?公式,借助Lyapunov稳定性理论思想,利用Riccati矩阵方程相关知识,建立该系统的均方渐近稳定的充分条件.最后给出数值实例,验证所得结果的有效性.关键词非线性扰动;变时滞;随机微分系统;Riccati矩阵方程;均方渐近稳定

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