On input-to-state stability of stochastic retarded systems with Markovian switching

Lirong Huang, Xuerong Mao

Research output: Contribution to journalArticle

82 Citations (Scopus)

Abstract

This note develops a Razumikhin-type theorem on pth moment input-to-state stability of hybrid stochastic retarded systems (also known as stochastic retarded systems with Markovian switching), which is an improvement of an existing result. An application to hybrid stochastic delay systems verifies the effectiveness of the improved result.
LanguageEnglish
Pages1898-1902
Number of pages4
JournalIEEE Transactions on Automatic Control
Volume54
Issue number8
DOIs
Publication statusPublished - 2009

Keywords

  • stochastic systems
  • time delay
  • razumikhin-type theorems
  • markov chain

Cite this

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abstract = "This note develops a Razumikhin-type theorem on pth moment input-to-state stability of hybrid stochastic retarded systems (also known as stochastic retarded systems with Markovian switching), which is an improvement of an existing result. An application to hybrid stochastic delay systems verifies the effectiveness of the improved result.",
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On input-to-state stability of stochastic retarded systems with Markovian switching. / Huang, Lirong; Mao, Xuerong.

In: IEEE Transactions on Automatic Control, Vol. 54, No. 8, 2009, p. 1898-1902.

Research output: Contribution to journalArticle

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AU - Huang, Lirong

AU - Mao, Xuerong

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AB - This note develops a Razumikhin-type theorem on pth moment input-to-state stability of hybrid stochastic retarded systems (also known as stochastic retarded systems with Markovian switching), which is an improvement of an existing result. An application to hybrid stochastic delay systems verifies the effectiveness of the improved result.

KW - stochastic systems

KW - time delay

KW - razumikhin-type theorems

KW - markov chain

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DO - 10.1109/TAC.2009.2022112

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JO - IEEE Transactions on Automatic Control

T2 - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

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