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論文
論文
1. Moment stability in mean square of stochastic delay differential equation
Xue, P. ; Yamamoto, Shigeru ; Ikei, Y.
出版情報: Proceedings of the 2011 Chinese Control and Decision Conference, CCDC 2011.  pp.3159-3162,  2011-01-01.  IEEE
URL: http://hdl.handle.net/2297/29293
概要: In this paper, we derive a moment stability region in terms of coefficient parameters for a stochastic delay differentia … l 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. © 2011 IEEE. 続きを見る
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論文
論文
2. Asymptotic mean square stability analysis for a stochastic delay differential equation
Xue, Peng ; Yamamoto, Shigeru
出版情報: Proceedings of the SICE Annual Conference.  pp.985-990,  2011-01-01.  SICE / IEEE
URL: http://hdl.handle.net/2297/29747
概要: For a stochastic delay differential equation, the effects of noise and time delay are discussed in the sense of mean squ … are stability. Neither time delay nor noise play bad roles for the differential equations and both of them are ubiquitous in nature. The so-called domain subdivision approach is taken to study the stability regions in terms of the parameters of a given equation and the Ito formula is employed to deal with the fluctuation noise. An interesting result demonstrated in this paper shows that noise with appropriate power could reduce the influence of time delay. © 2011 SICE. 続きを見る