By Topic

Moment stability in mean square of stochastic delay differential equation

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Peng Xue ; Grad. Sch. of Natural Sci. & Technol., Kanazawa Univ., Ishikawa, Japan ; Yamamoto, S. ; Ikei, Y.

In this paper, we derive a moment stability region in terms of coefficient parameters for a stochastic delay differential equation. Such a stochastic delay equation with both time delay and random effects is an essential model of control systems. As a main result, a fundamental stability problem is solved by delay-dependent stochastic analysis. We adopt the domain-subdivision approach and use Ito's formula in the analysis. For a given time delay, the stability of the stochastic delay differential equation is studied with variable power of noise. It is also shown that an unstable stochastic delay system become stable by an appropriate power of noise. The main results are illustrated by several numerical solutions of the stochastic delay model.

Published in:

Control and Decision Conference (CCDC), 2011 Chinese

Date of Conference:

23-25 May 2011