灰色随机线性系统的均方鲁棒稳定性
Mean-Square Robust Stability of Grey Stochastic Linear Systems
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摘要: 给出了区间灰色伊藤随机线性系统及其均方鲁棒稳定的概念,在此基础上,利用矩阵特征值理论和区间灰矩阵的性质及Lyapunov函数法,研究了该系统的均方鲁棒稳定性,得到了均方鲁棒稳定的几个条件.最后,通过一个数值例子说明了这些判定条件的简洁性和有效性.Abstract: The definitions of interval grey stochastic linear systems and their mean-square robust stability are firstly proposed.The mean-square stability of this system is then studied by means of the theory of matrix eigenvalue,the property of interval grey matrix and constructing Lyapunov function.Several simple sufficient conditions are obtained.Finally,a numerical example is given to illustrate the conciseness and validity of the proposed sufficient conditions.