Generalized Jensen inequalities with application to stability analysis of systems with distributed delays over infinite time-horizons
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Publication:286294
DOI10.1016/J.AUTOMATICA.2016.02.038zbMATH Open1338.93391arXiv1602.05281OpenAlexW2283950573MaRDI QIDQ286294FDOQ286294
Emilia Fridman, Yuanqing Xia, Karl Henrik Johansson, Kun Liu
Publication date: 20 May 2016
Published in: Automatica (Search for Journal in Brave)
Abstract: The Jensen inequality has been recognized as a powerful tool to deal with the stability of time-delay systems. Recently, a new inequality that encompasses the Jensen inequality was proposed for the stability analysis of systems with finite delays. In this paper, we first present a generalized integral inequality and its double integral extension. It is shown how these inequalities can be applied to improve the stability result for linear continuous-time systems with gamma-distributed delays. Then, for the discrete-time counterpart we provide an extended Jensen summation inequality with infinite sequences, which leads to less conservative stability conditions for linear discrete-time systems with poisson-distributed delays. The improvements obtained thanks to the introduced generalized inequalities are demonstrated by examples.
Full work available at URL: https://arxiv.org/abs/1602.05281
Lyapunov methodgamma-distributed delaysnew integral and summation inequalitiesPoisson-distributed delays
Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)
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