IEEE Access (Jan 2017)
Input-to-State Stability Analysis for Stochastic Delayed Systems With Markovian Switching
Abstract
This paper is concerned with the input-to-state stability (ISS) and integral input-to-state stability (iISS) of stochastic delayed systems with Markovian switching. By using the multiple Lyapunovlike function and Lyapunov-Krasovskii function methods, the ISS and iISS are considered for stochastic delayed systems with Markovian switching and external inputs. In addition, when there do not exist external inputs, the pth moment exponential stability and stochastically asymptotically stable in large are presented for stochastic delayed systems with Markovian switching. Two examples are presented to demonstrate the effectiveness of the proposed results.
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