Automatica, Vol.50, No.2, 530-536, 2014
Moment stability of nonlinear discrete stochastic systems with time-delays based on H-representation technique
In this paper, mean square stability of nonlinear discrete stochastic systems with time-delays is investigated. We obtain the second order moment equations of discrete stochastic systems by virtue of the H-representation technique. By the comparison principle and the established moment equations, some moment stability theorems for nonlinear discrete stochastic systems with time-delays are established. A numerical example is presented to illustrate the efficiency of our results at the end of the paper. Crown Copyright (C) 2013 Published by Elsevier Ltd. All rights reserved.
Keywords:Discrete stochastic systems with time-delays;Moment equations;Halanay inequality;H-representation technique;Comparison principle