Stability analysis of random nonlinear systems with time-varying delay and its application
Abstract
This paper studies a class of random nonlinear systems with time-varying delay, in which the r-order moment (r≥1) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and uniqueness of the global solution to random nonlinear time-delay systems. Secondly, some definitions and criteria on noise-to-state stability in the moment sense and in probability sense are given by Lyapunov method respectively. Finally, two regulation controllers are constructed respectively for two corresponding random nonlinear time-delay systems and the effectiveness of two proposed recursive procedures are demonstrated by two simulation examples.
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