CHAPTER 1

INTRODUCTION
With time delays such as engineering, biological systems, robots in contact with rigid
environmental systems, rolling mill, and so on, there are many practical systems in real life.
And the stability analysis has to be done before designing control systems because the
existence of time delay causes poor performance , oscillation are even instability and
references in it. Also, as it contains delays on both its state and its derivatives, neutral time
delay systems is also more complex. Over the past couple of years, many researchers have
taken more attention. Because more real world problems can be modeled into neutral time
delay systems such as distributed networks that contain lossless transmission lines, laser
optics, population ecology, etc.

In addition to the delay effect, there are probably also impulsive effects in systems.
That is, at certain moments between intervals of continuous evolution, many revolutionary
processes including those in engineering, biology, telecommunications, and population
dynamics undergo an abrupt change in their states. Compare to the total duration of the
process, the duration of these changes is of an negligible and thee disturbances are
assumed as impulses. Due to the impulse occurrence, the stable systems becomes unstable
in the above mentioned problem. And there are many control strategies that have been use
to stabilize such system, such as feedback control, adaptive control, sliding mode control,
etc. In contrast, this paper focused on stabilizing the unstable system using impulses known
as impulsive control.

In addition, stochastic equations are used to model various phenomena such as

pricing options, population growth forecast, fluctuating stock process, thermal fluctuation in
the physical system. For example, it is assuming that the information carried in the signals
transmitted between the nodes of complex networks is caused by stochastic environmental
disturbances. The unstable system can be stabilized by Brownian motion derivatives known
as white noise, also described by possible random fluctuation such as jump process.
Recently, there has been extensive analysis of the problem of stability and stabilization for a
class of stochastic impulsive systems. No work on the stability problem for stochastic
impulsive systems with time Varying delay under both feedback control and non-fragile
control is reported in the existing literature to the best of the author’s knowledge. Motivated
by the above discussions, by building Lyapunov Krasovskii functional and using LMI
techniques, a class of impulsive stochastic system is considered to achieve sufficient
conditions for global exponential stability in the mean square sense.

1
 1.1 DYNAMICAL SYSTEM
Dynamic systems are mathematical objects used to model physical phenomena
whose condition changes over time. At certain moments of time, the dynamics of many
evolving processes are subject to abrupt changes. These processes are subject to short
term disturbances resulting from continuous and smooth dynamics, the duration of which is
negligible compared to the process duration. Therefore, in the form of impulses, it is natural
to assume these disturbances. For example, many biological phenomena involving
thresholds, medicine and biology bursting rhythm models, optimal control models in
economics, pharmacokinetics, etc., exhibit impulse effects. Thus, differential equations
involving impulsive effects appear as a natural description of several real-world problems
observed evolution phenomena. These impulse effects may pose major problems for system
stability. In this paper, we are concerned with the case of using impulses to stabilize the
unstable system.

1.2 STABILITY

The theory of stability addresses the stability of differential equations solutions and
dynamic systems trajectories under small disturbances of initial conditions. For example, the
heat equation is a stable partial differential equation because as a result of the maximum
principle, small disturbances of initial data result in small variations in temperature at a later
time. Even under the small disturbance, the change in trajectories should not be larger.
Many parts of the qualitative theory of ordinary differential equations and dynamic systems
deal with asymptotic property solution and system parts(i.e. trajectories) and the system’s
future behavior. Equilibrium points display the system’s behavior. Consider periodic orbit, the
theory of stability tells whether or not a nearby orbit remains close to a given orbit or
converges to the given orbit.

1.3 LYAPUNOV STABILITY THEORY

In dynamic systems, if the forward orbit of any point is in a small enough

neighborhood or stays in a small (but maybe larger) neighborhood, an orbit is called
Lyapunov stable. Different criteria were developed to demonstrate an orbit’s stability or
instability. In favorable circumstances, the issue can be reduced to a well-studied problem
involving matrix values. The more general method involves functions of Lyapunov. In
practice there are applied one of several different stability criteria. Lyapunov functions are

2
scalar functions in the theory of ordinary differential equations(ODEs), which can be used to
prove the stability of an ODE equilibrium.

Lyapunov functions are important for dynamic system stability theory and the theory of
control. The existence of Lyapunov functions is an necessary and sufficient conditions for
stability for certain classes of ODEs. While there is more general technique for building
Lyapunov functions for ODEs, the building of Lyapunov functions is known in many specific
classes.

A Lyapunov function for an autonomous dynamical system

𝑔 ∶ 𝑅𝑛 → 𝑅𝑛
{
𝑦̇ = 𝑔(𝑦)

with a point of equilibrium at 𝑦 = 0 is a scalar function 𝑉 ∶ 𝑅 𝑛 → 𝑅 is a continuous, has

continuous first derivatives, is locally positive-definite, and for which-The condition -∇𝑉. 𝑔 is
definitely locally positive is sometimes stated as ∇𝑉. 𝑔 is definitely locally negative. Where ∇𝑉
denotes the lyapunov function 𝑉 time derivative.

1.4 IMPULSIVE SYSTEM

Many process of evolution are characterized by the fact that the abruptly experience the
change of state for some moments of time. These process are subject to short-term
disturbances, the duration of which is negligible compared to the length of the process. It is
therefore natural to assume that these disturbances act instantly, that is, in the form the
impulses. Thus, impulsive differential equations(IDE) i.e. differential equations involving
impulsive effects appear as a natural description of several real-world problems observed
evolution phenomena. The differential equation solution is in the domain continuous. But
IDE’s solutions are partly continuous in the domain. This is due to the impulse system’s
nature.

Thus, we obtain an hybrid system as

𝑥̇ (𝑡) = 𝑓(𝑥, 𝑡), 𝑡 ≠ 𝑡𝑘

{
∆𝑥(𝑡) = 𝑥(𝑡 − ), 𝑡 = 𝑡𝑘

1.5 STOCHASTIC DIFFERENTIAL EQUATION

A stochastic differential equation(SDE) is a differential equation in which a stochastic

process is one or more of the terms, resulting in a solution that is itself a stochastic process.
SDE is used to model various phenomena such as fluctuating stock prices or the thermal

3
fluctuations physical system[3]. Typically, SDEs incorporate white noise that can be consider
the derivative of Brownian motion, but it should be noted that other types of random
fluctuations such as jump process are possible. More generally, we are called stochastic
differential equations by allowing randomness in the coefficient of the differential equation
fully.
Consider the simple model of population growth
𝑑𝑁(𝑡)
= 𝑎(𝑡)𝑁(𝑡)
𝑑𝑡
with initial value 𝑁(0) = 𝑁0 , where 𝑁(𝑡) is a population size at the time 𝑡 and 𝑎(𝑡) is the
relative growth rate. 𝐴(𝑡) may not be fully known, but subject to some random effects on the
environment. In other words, “noise” is
𝑎(𝑡) = 𝑟(𝑡) + 𝜎(𝑡)"𝑛𝑜𝑖𝑠𝑒".

1.6 BASIC DEFINITIONS AND LEMMAS

DEFINITION 1 [1]

The equilibrium point in the mean square is exponentially stable for the stochastic system if
there are 𝛼 > 0 and 𝛽 > 0 scalars such that

𝑠𝑢𝑝
𝐸 | 𝑥 (𝑡, 𝜑)|2 ≤ 𝛽 𝑒 −𝛼𝑡 { 𝐸| 𝜑 (𝜃)|2 }
−𝜏 ≤ 𝜃 ≤ 0

DEFINITION 2 [3] (The one-dimensional It𝑜̂ formula)

Let 𝑥(𝑡) be an It𝑜̂ process on 𝑡 ≥ 0 with the stochastic differential

𝑑 𝑥(𝑡) = 𝑓(𝑡)𝑑𝑡 + 𝑔(𝑡)𝑑𝐵𝑡 .

where 𝑓 ∈ ℒ1 (𝑅+ ; 𝑅) and 𝑔 ∈ ℒ 2 (𝑅+ ; 𝑅).

Let 𝑉 ∈ 𝐶 2,1 (𝑅 × 𝑅+ ; 𝑅).Then 𝑉(𝑥 (𝑡), 𝑡) is again an It𝑜̂ process with the stochastic
differential given by

1
𝑑 𝑉(𝑥 (𝑡), 𝑡 = [ 𝑉𝑡 (𝑥 (𝑡), 𝑡) + 𝑉𝑥 (𝑥 (𝑡), 𝑡)𝑓(𝑡) + 2𝑉𝑥𝑥 (𝑥(𝑡), 𝑡)𝑔2 (𝑡)] 𝑑𝑡

+ 𝑉𝑥 (𝑥 (𝑡), 𝑡)𝑔(𝑡)𝑑𝐵𝑡 𝑎. 𝑠.

LEMMA 2[SCHUR COMPLIMENT LEMMA] [2]

Given constant matrices 𝛺1 , 𝛺2 and 𝛺3 with appropriate dimensions, where

𝛺1𝑇 = 𝛺1 and 𝛺2𝑇 = 𝛺2 > 0, then

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 𝛺1 + 𝛺3𝑇 𝛺2−1 𝛺3 < 0

If and only if

𝛺 𝛺3𝑇 −𝛺 𝛺3
[ 1 ]< 0 𝑜𝑟 [ 2 ] < 0.
∗ −𝛺2 ∗ 𝛺1

LEMMA 3[1]

For given matrices 𝐷, 𝐸 and 𝐹 with 𝐹 𝑇 𝐹 ≤ 𝐼 and a scalar 𝜀>0, the following inequality

𝐷𝐹𝐸 + 𝐸 𝑇 𝐹 𝑇 𝐷𝑇 ≤ 𝜖𝐷𝐷 𝑇 + 𝜖 −1 𝐸 𝑇 𝐸.

ASSUMPTION 4

Assume that the nonlinear function 𝑓 (𝑡, 𝑥 (𝑡)): 𝑅 𝑛 → 𝑅 𝑛 is a continuous and satisfies the
following sector bounded nonlinearity condition

𝑇
(𝑓 (𝑡, 𝑥 (𝑡)) – 𝐹1 𝑥 (𝑡)) (𝑓 (𝑡, 𝑥 (𝑡)) – 𝐹2 𝑥 (𝑡)) ≤ 0, ∀ 𝑥(𝑡) ∈ 𝑅 𝑛 ,

where 𝐹1 and 𝐹2 are known real constant matrices of appropriate dimensions.

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 CHAPTER 2

STABILITY ANALYSIS OF STOCHASTIC IMPULSIVE SYSTEM

2.1 PROBLEM DESCRIPTION

Consider the following impulsive stochastic time-delay system

𝑑 𝑥 (𝑡) = [𝐴𝑥 (𝑡) + 𝐵𝑥 (𝑡 − 𝜏(𝑡)) + 𝐷1 𝑢1 (𝑥 (𝑡)) + 𝑓(𝑡, 𝑥 (𝑡))]𝑑𝑡 +

[𝐺1 𝑥 (𝑡) + 𝐺2 𝑥 (𝑡 − 𝜏(𝑡)) + 𝐷2 𝑢2 (𝑥 (𝑡))] 𝑑𝜔(𝑡), 𝑡 ≠ 𝑡𝑘 ,
(1)
𝛥𝑥 (𝑡) = (𝐺 − 𝐼)𝑥 (𝑡 − ) + 𝐷3 𝑢3 (𝑥 (𝑡 − )) , 𝑡 = 𝑡𝑘 ,
{ 𝑥 (𝑡) = 𝜑(𝑡), ẋ(𝑡) = 𝜙(𝑡), ∀ 𝑡 ∈ [−𝜏2 , 0], 𝑘 ∈ 𝑁,

where 𝑥 (𝑡) ∈ 𝑅 𝑛 is the system state vector, 𝑢1 (. ) ∈ 𝑅 𝑛1 , 𝑢2 (. ) ∈ 𝑅 𝑛2 are the continuous

control input, 𝑢3 (𝑥 (𝑡 − )) ∈ 𝑅 𝑛3 is the impulsive control input,𝑓(𝑡, . ) is the nonlinear vector-
valued function, 𝜏(𝑡) is the time-varying delay satisfying

0 ≤ 𝜏1 ≤ 𝜏 (𝑡) ≤ 𝜏2 , 𝜏̇ (𝑡) ≤ 𝜇 < 1, (2)

𝑇
where 𝜏1 , 𝜏2 and 𝜇 are constant, 𝜔(𝑡) = (𝜔1 (𝑡), 𝜔2 (𝑡), … . 𝜔𝑚 (𝑡)) be 𝑚-dimensional
Brownian motion. 𝐴, 𝐵, 𝐺, 𝐺1 , 𝐺2 , 𝐷1 , 𝐷2 , 𝐷3 are known constant matrices of suitable
dimensions and the spectral radius of 𝐶 is less than 1.𝛥𝑥 (𝑡)|𝑡 = 𝑡𝑘 = 𝑥 (𝑡𝑘+ ) – 𝑥 (𝑡𝑘− ) and
𝑥 (𝑡𝑘 ) at the moment 𝑡𝑘 is impulsive. The discrete set {𝑡𝑘 } satisfies 0 = 𝑡0 < 𝑡1 < 𝑡2 < … <
𝑡𝑘 < … 𝑙𝑖𝑚 𝑡𝑘 = ∞ whereas𝑥 (𝑡𝑘 )is supposed to be right continuous, that is, 𝑥 (𝑡𝑘 ) =
𝑘→∞

𝑥 (𝑡𝑘+ ), 𝜑(𝑡) and 𝜙(𝑡) are the initial conditions.

We derive the exponential stability condition for the given system (1) by designing the state-
feedback controllers as

𝑢1 (𝑥 (𝑡)) = 𝐾1 𝑥 (𝑡), 𝑢2 𝑥 (𝑡) = 𝐾2 𝑥 (𝑡), 𝑢3 (𝑡 − ) = 𝐾3 𝑥 (𝑡 − ), (3)

where 𝐾1 , 𝐾2 , 𝐾3 are constant gain matrices. Hence, one can get the system (1) as

𝑑 𝑥 (𝑡) = [(𝐴 + 𝐷1 𝐾1 )𝑥 (𝑡) + 𝐵𝑥 (𝑡 − 𝜏(𝑡)) + 𝑓(𝑡, 𝑥 (𝑡))]𝑑𝑡 +

{ [(𝐺1 + 𝐷2 𝐾2 )𝑥 (𝑡) + 𝐺2 𝑥 (𝑡 − 𝜏 (𝑡))]𝑑𝜔 (𝑡), 𝑡 ≠ 𝑡𝑘 , (4)
𝛥𝑥 (𝑡) = (𝐺 − 𝐼)𝑥 (𝑡 − ) + 𝐷3 𝐾3 𝑥 (𝑡 − ), 𝑡 = 𝑡𝑘 .

For convenience, consider the system (4) as

𝑑 𝑥 (𝑡) = 𝑦 (𝑡)𝑑𝑡 + 𝑧 (𝑡)𝑑𝜔(𝑡) with

6
𝑦 (𝑡) = (𝐴 + 𝐷1 𝐾1 ) 𝑥 (𝑡) + 𝐵𝑥 (𝑡 − 𝜏(𝑡)) + 𝑓(𝑡, 𝑥 (𝑡)) and

𝑧 (𝑡) = (𝐺1 + 𝐷2 𝐾2 )𝑥 (𝑡) + 𝐺2 𝑥 (𝑡 − 𝜏(𝑡)).

2.2 Stability Analysis with State-Feedback Controllers

In this section, we have derived the sufficient stability condition for the proposed system (2)
with feedback controller.

THEOREM 1

For given scalars 𝜏1 > 0, 𝜏2 > 0 and 𝜇, the impulsive system is stochastically exponentially
stable for any delay 𝜏 (𝑡) satisfying the condition (2) and the nonlinear function satisfying the
sector bounded nonlinearity condition, if there exist positive definite matrices 𝑋, 𝑄̂1 , 𝑄̂2 , 𝑄̂3 , 𝑄̂4
and any appropriately dimensioned matrices 𝐿1 , 𝐿2 , 𝐿3 such that the following inequalities
hold

̂ 6×6
Ω 𝛼𝑋𝐴𝑇𝑐 𝑋𝐴𝑇̅𝑐 𝑈1 𝑈2
∗ −𝛼𝑋 0 0 0
𝛺̌ = ∗ ∗ −𝑋 0 0 < 0, (i)
∗ ∗ ∗ −𝐼 0
[ ∗ ∗ ∗ ∗ −𝐼 ]

[−𝑋 𝑋𝐺 𝑇 + 𝐿𝑇3 𝐷3𝑇 ] < 0, (ii)

∗ −𝑋

Where
̂
𝛺11 = 𝑋𝐴𝑇 + 𝐴𝑋 + 𝑄̂1 + 𝑄̂2 + 𝑄̂3 + 𝐷1 𝐿1 + 𝐿𝑇1 𝐷1𝑇 ; 𝛺̂14 = 𝐵𝑋; 𝛺̂15
= 𝑋 + 𝐹1𝑇 + 𝐹2𝑇 ; 𝛺̂22 = −𝑒 −𝛼𝜏2 𝑄̂1 ; 𝛺̂33 = −𝑒 −𝛼𝜏1 𝑄̂2 ; 𝛺̂44
= − (1 − 𝜇)𝑒 −𝛼𝜏2 𝑄̂3 ; 𝛺̂55 = 𝑄̂4 − 2𝐼;
𝛺̂66 = −(1 − 𝜇)𝑒 −𝛼𝜏2 𝑄̂4 ; 𝐴𝑇𝑐 = [𝐼 0 0 0 0 ]𝑇 , ̅𝐴𝑇𝑐 = [𝐺1 + 𝐷2 𝐾2 0 0 𝐺2 0 ]𝑇 , 𝑈1
= [𝐹1 𝑋 0 0 0 0 0]𝑇 , 𝑈2 = [𝐹2 𝑋 0 0 0 0 0]𝑇

and the remaining terms are zero other than symmetric terms.

Proof:

Construct the Lyapunov-Krasovskii functional (LKF) as

𝑡 𝑡

𝑉(𝑡, 𝑥 (𝑡)) = 𝑒 𝛼𝑡 [𝑥 (𝑡)]𝑇 𝑃[𝑥 (𝑡)] + ∫ 𝑒 𝛼𝑠 𝑥 𝑇 (𝑠)𝑄1 𝑥(𝑠)𝑑𝑠 + ∫ 𝑒 𝛼𝑠 𝑥 𝑇 (𝑠)𝑄2 𝑥(𝑠) 𝑑𝑠

𝑡−𝜏2 𝑡−𝜏1

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 𝑡 𝑡
+ ∫𝑡−𝜏(𝑡) 𝑒 𝛼𝑠 𝑥 𝑇 (𝑠)𝑄3 𝑥(𝑠)𝑑𝑠 + ∫𝑡−𝜏(𝑡) 𝑒 𝛼𝑠 𝑓 𝑇 (𝑠)𝑄4 𝑓(𝑠)𝑑𝑠,

where 𝑃, 𝑄1 , 𝑄2 , 𝑄3 , 𝑄4 are symmetric positive definite matrices of appropriate dimensions to

be determined.

Applying It𝑜̂ formula to the LKF, one can obtain

ℒ 𝑉(𝑡, 𝑥 (𝑡)) ≤ 𝛼𝑒 𝛼𝑡 [𝑥 (𝑡)]𝑇 𝑃[𝑥 (𝑡)] + 2𝑒 𝛼𝑡 [𝑥 (𝑡)]𝑇 𝑦(𝑡) + 2𝑒 𝛼𝑡 𝑧 𝑇 (𝑡)𝑃𝑧(𝑡)

+ 𝑒 𝛼𝑡 𝑥 𝑇 (𝑡)𝑄1 𝑥(𝑡) – 𝑒 𝛼(𝑡−𝜏2 ) 𝑥 𝑇 (𝑡 − 𝜏2 )𝑄1 𝑥(𝑡 − 𝜏2 )
+ 𝑒 𝛼𝑡 𝑥 𝑇 (𝑡)𝑄2 𝑥(𝑡) – 𝑒 𝛼(𝑡−𝜏1 ) 𝑥 𝑇 (𝑡 − 𝜏1 )𝑄2𝑥(𝑡 − 𝜏1 ) + 𝑒 𝛼𝑡 𝑥 𝑇 (𝑡)𝑄3 𝑥(𝑡)– (1
− 𝜇) 𝑒 𝛼(𝑡−𝜏2 ) 𝑥 𝑇 (𝑡 − 𝜏(𝑡))𝑄3 𝑥(𝑡 − 𝜏(𝑡))
+ 𝑒 𝛼𝑡 𝑓 𝑇 (𝑥 (𝑡))𝑄4 𝑓(𝑥 (𝑡)) – (1 − 𝜇)𝑒 𝛼(𝑡−𝜏2 ) 𝑓 𝑇 (𝑥(𝑡 − 𝜏(𝑡)))𝑄4 (𝑥 (𝑡 − 𝜏(𝑡)))

≤ 𝑒 𝛼𝑡 { 𝜉 𝑇 (𝑡)𝐴𝑇𝑐 𝛼𝑃𝐴𝑐 𝜉(𝑡) + 𝜉 𝑇 (𝑡)𝐴𝑇̅𝑐 𝑃𝐴̅𝑐 𝜉(𝑡) + 2[𝑥 (𝑡)]𝑇 𝑦(𝑡) + 𝑥 𝑇 (𝑡)(𝑄1 +
𝑄2 + 𝑄3 )𝑥(𝑡) + 𝑓 𝑇 (𝑥 (𝑡))𝑄4 𝑓(𝑥 (𝑡)) – 𝑒 −𝛼𝜏2 𝑥 𝑇 𝑥(𝑡 − 𝜏2 )𝑄1 (𝑡 −
𝜏2 ) – 𝑒 −𝛼𝜏1 𝑥 𝑇 (𝑡 − 𝜏1 )𝑄2 𝑥(𝑡 − 𝜏2 )– (1 − 𝜇)𝑒 −𝛼𝜏2 𝑥 𝑇 (𝑡 − 𝜏(𝑡))𝑄3 𝑥(𝑡 −

𝜏(𝑡)) – (1 − 𝜇)𝑒 −𝛼𝜏2 𝑓 𝑇 (𝑥 (𝑡 − 𝜏(𝑡))) 𝑄4 𝑓(𝑥 (𝑡 − 𝜏(𝑡))) },

where

𝑇
𝜉 𝑇 (𝑡) = [𝑥 𝑇 (𝑡)𝑥 𝑇 (𝑡 − 𝜏2 )𝑥 𝑇 (𝑡 − 𝜏1 )𝑥 𝑇 (𝑡 − 𝜏(𝑡))𝑓 𝑇 (𝑥 (𝑡))𝑓 𝑇 (𝑥 (𝑡 − 𝜏(𝑡)))] ,

𝐴𝑇𝑐 = [𝐼 0 0 0 0 0 0]𝑇 , ̅𝐴𝑇𝑐 = [𝐺1 + 𝐷2 𝐾2 0 0 𝐺2 0 0]𝑇 .

Adding the sector bounded nonlinearity condition to the above inequality, one can obtain

𝑉(𝑡, 𝑥 (𝑡)) ≤ 𝑒 𝛼𝑡 {𝜉 𝑇 (𝑡)𝛺̅𝜉(𝑡)}

with 𝛺̅ = 𝛺6×6 + 𝛼𝐴𝑇𝑐 𝑃𝐴𝑐 + 𝐴𝑇̅𝑐 𝑃𝐴̅𝑐 .

Equivalently

Ω6×6 𝛼𝐴𝑇𝑐 𝑃 𝐴𝑇̅𝑐 𝑃

𝛺̅= [ ∗ −𝛼𝑃 0 ] (5)
∗ ∗ −𝑃

with

𝛺11 = 𝐴𝑇 𝑃 + 𝐴𝑃 + 𝑄1 + 𝑄2 + 𝑄3 + 𝑃𝐷1 𝐾1 + 𝐾1𝑇 𝐷1𝑇 𝑃 – [𝐹1𝑇 𝐹2 + 𝐹2𝑇 𝐹1 ], 𝛺14 = 𝑃𝐵,

𝛺15 = 𝑃 + 𝐹1𝑇 + 𝐹2𝑇 , 𝛺22 = 𝑒 −𝛼𝜏2 𝑄1 , 𝛺33 = 𝑒 −𝛼𝜏1 𝑄2 , 𝛺44 = −(1 − 𝜇)𝑒 −𝛼𝜏2 𝑄3 , 𝛺55

= 𝑄4 – 2𝐼, 𝛺66 = − (1 − 𝜇)𝑒 −𝛼𝜏2 𝑄4 .

8
For 𝑡 = 𝑡𝑘 , let the LKF be 𝑉 (𝑡𝑘 , 𝑥 (𝑡𝑘 )) = 𝑥 𝑇 (𝑡) 𝑃𝑥 (𝑡).

Therefore,

𝛥𝑉 (𝑡𝑘 , 𝑥 (𝑡𝑘 )) = 𝑉 (𝑡𝑘 , 𝑥 (𝑡𝑘 )) – 𝑉 (𝑡𝑘− , 𝑥 (𝑡𝑘− ))

= 𝑥 𝑇 (𝑡𝑘+ )𝑃𝑥 (𝑡𝑘+ ) – 𝑥 𝑇 (𝑡𝑘− )𝑃𝑥 (𝑡𝑘− )

≤ 𝑥 𝑇 (𝑡𝑘− )𝛺̅𝑥 𝑇 (𝑡𝑘− )

where

𝛺̅ = [−𝑃 (𝐺 + 𝐷3 𝐾3 )𝑇 𝑃
]. (6)
∗ −𝑃

Pre and post – multiplying (8) and (9) by diag{𝑋, 𝑋, 𝑋, 𝑋, 𝑋, 𝑋, 𝑋, 𝑋} and diag{𝑋, 𝑋} respectively
and substituting 𝑋 = 𝑃−1 , 𝑋(. )𝑋 = (.̂ ), −𝑋[𝐹1𝑇 𝐹2 + 𝐹2𝑇 𝐹1 ]𝑋 ≤ 𝑋𝐹1𝑇 𝐹1 𝑋 + 𝑋𝐹2𝑇 𝐹2 𝑋, one can
acquire the LMI conditions (i) and (ii). Further, using schur complement lemma, one can
conclude that

𝑉 (𝑡, 𝑥 (𝑡)) ≤ 0.

Hence,

𝐸 (𝑉 (𝑡, 𝑥 (𝑡))) ≤ 𝐸 (𝑉 (0, 𝑥(0))) ≤ 𝑚𝑎𝑥(𝛤)𝐸 |𝜙 (𝑡)|2

where 𝑚𝑎𝑥(𝛤) = 𝜆𝑚𝑎𝑥 (𝑃) + 𝜏2 𝜆𝑚𝑎𝑥 (𝑄1 ) + 𝜏2 𝜆𝑚𝑎𝑥 (𝑄2 ) + 𝜏2 𝜆𝑚𝑎𝑥 (𝑄3 ) + 𝜏2 𝜆𝑚𝑎𝑥 (𝑄4 ).

Also,

𝐸 (𝑉 (𝑡, 𝑥(𝑡))) ≥ 𝑒 𝛼𝑡 𝐸 |𝑥 (𝑡)|2 𝜆𝑚𝑖𝑛 (𝑃) implies that

𝑚𝑎𝑥(𝛤)
𝐸 |𝑥(𝑡)|2 ≤ 𝑒 −𝛼𝑡 𝐸|𝜙(𝑡)|2 𝜆 ,
𝑚𝑖𝑛 (𝑃)

𝐸 |𝑥(𝑡)|2 ≤ 𝛾 𝑒 −𝛼𝑡 𝐸 |𝜙 (𝑡)|2 ,

with 𝛾 = 𝑚𝑎𝑥 (𝛤)/𝜆𝑚𝑖𝑛 (𝑃).

Therefore, the system (2) is stochastically exponentially stable in the mean square by using
state-feedback controllers with the stabilizing gains 𝐾1 = 𝐿1 𝑋 −1 , 𝐾2 = 𝐿2 𝑋 −1 and 𝐾3 = 𝐿3 𝑋 −1 .

Also, we have designed a memory less non-fragile state feedback controller for the system
(1) as

9
 𝑢1 (𝑡) = 𝐾1 (𝑡) 𝑥(𝑡), 𝑢2 (𝑡) = 𝐾2 (𝑡) 𝑥 (𝑡), 𝑢3 (𝑡 − ) = 𝐾3 (𝑡)𝑥 (𝑡 − ) (7)

with 𝐾1 (𝑡) = 𝐾1 + 𝛥𝐾1 (𝑡), 𝐾2 (𝑡) = 𝐾2 + 𝛥𝐾2 (𝑡), 𝐾3 (𝑡) = 𝐾3 + 𝛥𝐾3 (𝑡), 𝐾1 , 𝐾2 , 𝐾3 are the
controller gain matrices and 𝛥𝐾1 (𝑡), 𝛥𝐾2 (𝑡), 𝛥𝐾3 (𝑡) are perturbed matrices which are
assumed to satisfy

𝛥𝐾1 (𝑡) = 𝑀1𝐻 (𝑡)𝑁1 , 𝛥𝐾2 (𝑡) = 𝑀2 𝐻(𝑡)𝑁2 , 𝛥𝐾3 (𝑡) = 𝑀3 𝐻(𝑡)𝑁3 (8)

where 𝑀1 , 𝑁1 , 𝑀2 , 𝑁2 , 𝑀3 , 𝑁3 are known real constant matrices with appropriate dimensions

and 𝐻(𝑡) is the time-varying uncertain matrix satisfying 𝐻 𝑇 (𝑡)𝐻(𝑡) ≤ 𝐼, ∀𝑡. Hence one can
get the system (1) as,

𝑑[𝑥 (𝑡)] = [(𝐴 + 𝐷1 𝐾1 + 𝐷1 𝑀1 𝐻(𝑡)𝑁1 ) 𝑥 (𝑡) + 𝐵 𝑥 (𝑡 − 𝜏(𝑡)) + 𝑓 (𝑡, 𝑥 (𝑡)]𝑑𝑡

{ +[(𝐺1 + 𝐷2 𝐾2 + 𝐷2 𝑀2 𝐻(𝑡)𝑁2 ) 𝑥 (𝑡) + 𝐺2 𝑥 (𝑡 − 𝜏(𝑡))]𝑑𝜔 (𝑡), 𝑡 ≠ 𝑡𝑘 (9)
𝛥 𝑥 (𝑡) = (𝐺 − 𝐼)𝑥 (𝑡 − ) + (𝐷3 𝐾3 + 𝐷3 𝑀3 𝐻(𝑡)𝑁3 )𝑥 (𝑡 − ) , 𝑡 = 𝑡𝑘 .

2.3 Stability Analysis with Non-Fragile State-Feedback Controller

The stability criteria for the system (7) is obtained in the following theorem

Theorem 2

For given scalars 𝜏1 > 0, 𝜏2 > 0and 𝜇, the impulsive system (1) with non-fragile control is
stochastically stable for any delay 𝜏(𝑡) satisfying the condition (2) and the nonlinear function
satisfying the sector bounded nonlinearity condition, if there exist positive definite matrices
𝑋, 𝑄̂1 , 𝑄̂2 , 𝑄̂3 , 𝑄̂4 , constants 𝜀1 > 0, 𝜀2 > 0 and any appropriately dimensioned matrices
𝐿1 , 𝐿2 , 𝐿3 such that the following inequalitieshold

Σ8×8 𝑈1 𝑈2 𝜈1 𝜈2
∗ −𝐼 0 0 0
Σ̌ = ∗ ∗ −𝐼 0 0 < 0, (10)
∗ ∗ ∗ −𝜀1 𝐼 0
[ ∗ ∗ ∗ ∗ −𝜀2 𝐼]

−𝑋 + 𝜀3 𝐷3 𝑀3 𝑀3𝑇 𝐷3𝑇 𝑋𝐺 𝑇 + 𝐿𝑇3 𝐷3𝑇 0

[ ∗ −𝑋 −𝑋𝑁3𝑇 ] < 0, (11)
∗ ∗ −𝐼

where

𝛴11 = 𝑋𝐴𝑇 + 𝐴𝑋 + 𝑄̂1 + 𝑄̂2 + 𝑄̂3 + 𝐷1 𝐿1 + 𝐿𝑇1 𝐷1𝑇 + 𝜀1 𝐷1 𝑀1 𝑀1𝑇 𝐷1𝑇 ; 𝛴14 = 𝐵𝑋; 𝛴15 = 𝑋 +

𝐹1𝑇 + 𝐹2𝑇 ; 𝛴22 = − 𝑒 −𝛼𝜏2 𝑄̂1 ; 𝛴33 = −𝑒 −𝛼𝜏1 𝑄̂2 ; 𝛴44 = − (1 − 𝜇)𝑒 −𝛼𝜏2 𝑄̂3 ; 𝛴55 =

10
𝑄̂4 – 2𝐼; 𝛴66 = − (1 − 𝜇)𝑒 −𝛼𝜏2 𝑄̂4 ; 𝛴17 = 𝛼𝑋; 𝛴77 = −𝛼𝑋; 𝛴18 = 𝑋𝐺1𝑇 + 𝐿𝑇2 𝐷2𝑇 ; 𝛴48 =

𝑋𝐺2𝑇 ; 𝛴88 = −𝑋 + 𝜀2 𝐷2 𝑀2 𝑀2𝑇 𝐷2𝑇 ;

Proof

Construct the lyapunov krasovskii functional (LKF) as

𝑡 𝑡
𝛼𝑡 [ (𝑡)𝑇 ]𝑃
𝑉(𝑡, 𝑥 (𝑡)) = 𝑒 𝑥 [ 𝑥 (𝑡)] + ∫ 𝑒 𝛼𝑠 𝑥 𝑇 (𝑠)𝑄1 𝑥(𝑠)𝑑𝑠 + ∫ 𝑒 𝛼𝑠 𝑥 𝑇 (𝑠)𝑄2 𝑥(𝑠) 𝑑𝑠
𝑡−𝜏(𝑡) 𝑡−𝜏1
𝑡 𝑡

+ ∫ 𝑒 𝛼𝑠 𝑥 𝑇 (𝑠)𝑄3 𝑥(𝑠) 𝑑𝑠 + ∫ 𝑒 𝛼𝑠 𝑓 𝑇 (𝑠)𝑄4 𝑓(𝑠) 𝑑𝑠 ,

𝑡−𝜏(𝑡) 𝑡−𝜏(𝑡)

where 𝑃, 𝑄1 , 𝑄2 , 𝑄3 , 𝑄4 are symmetric positive definite matrices of appropriate dimensions to

be determined. Applying It𝑜̂ formula to the LKF, one can obtain

ℒ 𝑉 (𝑡, 𝑥 (𝑡)) ≤ 𝛼𝑒 𝛼𝑡 [𝑥 (𝑡)]𝑇 𝑃[𝑥 (𝑡)] + 2𝑒 𝛼𝑡 [𝑥 (𝑡)]𝑇 𝑦(𝑡) + 2𝑒 𝛼𝑡 𝑧 𝑇 (𝑡)𝑃𝑧(𝑡) + 𝑒 𝛼𝑡 𝑥 𝑇 (𝑡)𝑄1 𝑥(𝑡)
− 𝑒 𝛼(𝑡−𝜏2 ) 𝑥 𝑇 (𝑡 − 𝜏2 )𝑄1 𝑥(𝑡 − 𝜏2 ) – 𝑒 𝛼(𝑡−𝜏1 ) 𝑥 𝑇 (𝑡 − 𝜏1 )𝑄2 𝑥(𝑡 − 𝜏1 )
+ 𝑒 𝛼𝑡 𝑥 𝑇 (𝑡)𝑄3 𝑥(𝑡)– (1 − 𝜇)𝑒 𝛼(𝑡−𝜏2 ) 𝑥 𝑇 (𝑡 − 𝜏(𝑡))𝑄3 𝑥(𝑡 − 𝜏(𝑡))

+ 𝑒 𝛼𝑡 𝑓 𝑇 (𝑥 (𝑡))𝑄4 𝑓(𝑥 (𝑡)) – (1 − 𝜇)𝑒 𝛼(𝑡−𝜏2 ) 𝑓 𝑇 (𝑥 (𝑡 − 𝜏(𝑡))) 𝑄4 (𝑥 (𝑡 − 𝜏(𝑡)))

≤ 𝑒 𝛼𝑡 { 𝜉 𝑇 (𝑡)𝐴𝑇𝑐 𝛼𝑃𝐴𝑐 𝜉(𝑡) + 𝜉 𝑇 (𝑡)𝐴𝑇̅𝑐 𝑃𝐴̅𝑐 𝜉(𝑡) + 2[𝑥 (𝑡)]𝑇 𝑦(𝑡) + 𝑥 𝑇 (𝑡)(𝑄1 + 𝑄2
+ 𝑄3 )𝑥(𝑡) + 𝑓 𝑇 (𝑥 (𝑡))𝑄4 𝑓(𝑥 (𝑡)) – 𝑒 −𝛼𝜏2 𝑥 𝑇 𝑥(𝑡 − 𝜏2 )𝑄1 (𝑡
− 𝜏2 )– 𝑒 −𝛼𝜏1 𝑥 𝑇 (𝑡 − 𝜏1 )𝑄2 𝑥(𝑡 − 𝜏1 )– (1 − 𝜇)𝑒 −𝛼𝜏2 𝑥 𝑇 (𝑡 − (𝜏(𝑡))𝑄3 𝑥(𝑡

− 𝜏(𝑡))– (1 − 𝜇)𝑒 −𝛼𝜏2 𝑓 𝑇 (𝑥 (𝑡 − 𝜏(𝑡))) 𝑄4 𝑓(𝑥 (𝑡 − 𝜏(𝑡))) },

where 𝜉 𝑇 (𝑡) = [𝑥 𝑇 (𝑡) 𝑥 𝑇 (𝑡 − 𝜏2 ) 𝑥 𝑇 (𝑡 − 𝜏1 ) 𝑥 𝑇 (𝑡 − 𝜏(𝑡)) 𝑓 𝑇 (𝑥 (𝑡)) 𝑓 𝑇 (𝑥 (𝑡 −

𝑇
𝜏(𝑡))) 𝐴𝑇𝑐 𝐴𝑇̅𝑐 ] ,

By substituting the non- fragile controller (7) with (8) into (1), one can obtain the following
inequality,

𝛴̌ ≤ 𝜉 𝑇 (𝑡) { 𝛺̌10×10 + 2𝛬1 𝐻 (𝑡)𝜈1𝑇 + 2𝛬2 𝐻 (𝑡)𝜈2𝑇 } 𝜉 (𝑡)

where

11
𝛬1𝑇 = [𝐷1𝑇 𝑀1𝑇 0𝑛×9𝑛 ]; 𝛬𝑇2 = [𝐷2𝑇 𝑀2𝑇 0𝑛×9𝑛 ]; 𝜈1𝑇 = [𝑋𝑁1 0𝑛×9𝑛 ] 𝑎𝑛𝑑 𝜈2𝑇 = [𝑋𝑁2 0𝑛×9𝑛 ].

By using Lemma 1.6.3, one can get

𝛴̌ ≤ 𝜉 𝑇 (𝑡){𝛺̌10×10 + 𝜀1 𝛬1 𝛬1𝑇 + 𝜀1−1 𝜈1 𝜈1𝑇 + 𝜀2 𝛬2 𝛬𝑇2 + 𝜀2−1 𝜈2 𝜈2𝑇 }𝜉(𝑡)

Σ8×8 𝑈1 𝑈2
≤ 𝜉 𝑇 (𝑡) {[ ∗ −𝐼 0 ] + 𝜀1−1 𝜈1 𝜈1𝑇 + 𝜀2−1 𝜈2 𝜈2𝑇 } 𝜉(𝑡) ,
∗ ∗ −𝐼

and for 𝑡 = 𝑡𝑘 , it is easy to obtain that

𝛥 𝑉(𝑡𝑘 , 𝑥 (𝑡𝑘 )) = 𝑉 (𝑡𝑘+ , 𝑥 (𝑡𝑘+ )) – 𝑉 (𝑡𝑘− , 𝑥 (𝑡𝑘− ))

≤ 𝑥 (𝑡𝑘− ) 𝛴̃ 𝑥 (𝑡𝑘− ),

where

𝑇 𝑇
Σ̃ = [−𝑋 𝑋𝐺 𝑇 + 𝐿𝑇3 𝐷3𝑇 ]+𝜀 [𝐷3 𝑀3 ] [𝐷3 𝑀3 ] +𝜀 −1 [ 0 ] [ 0 ] ∙
3 3 𝑇 𝑇
∗ −𝑋 0 0 𝑋𝑁3 𝑋𝑁3

Further using schur complement lemma, one can obtain the LMI conditions (10) and (11).

Thus,

ℒ 𝑉 (𝑡, 𝑥 (𝑡)) ≤ 0.

Therefore, the system (1) is stochastically exponentially stable in the mean square by using
non-fragile controllers with the gain matrices𝐾1 = 𝐿1 𝑋 −1 , 𝐾2 = 𝐿2 𝑋 −1 and 𝐾3 = 𝐿3 𝑋 −1 .

2.4 RESULT

Based on the stability theory of impulsive delay differential equations and LMI
techniques, the problem of stochastic stabilization analysis for impulsive systems with time
varying delays under feedback and non-fragile control was analyzed. Appropriate impulsive
state feedback controller and non-fragile state feedback controller were designed based on
LMI conditions.

12
 CHAPTER 3

CONCLUSION

The issue of stabilizing impulsive stochastic systems with time varying delays was
analyzed in this paper. Both feedback control and non-fragile control were used to
achieve the proposed system’s exponential stabilization in the mean square sense. The
derived results are formulated in terms of LMIs that can be solved with LMI solvers.

13
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