Delay Tolerance for Stable Stochastic Systems and Extensions

Abstract

This article establishes a “robustness” type result, namely, delay tolerance for stable stochastic systems under suitable conditions. We study the delay tolerance for stable stochastic systems and delayed feedback controls of such systems, where the delay can be state-dependent or induced by the sampling-data. First, we consider systems with global Lipschitz continuous coefficients and show that when the original stochastic system without delay is pth moment exponentially stable, the system with small delays is still pth moment exponentially stable. In particular, when the pth moment exponential stability is based on Lyapunov conditions, we can obtain explicit delay bounds for moment exponential stability. Then, we consider a class of stochastic systems with nonglobal Lipschitz conditions and find a delay bound for almost sure and mean square exponential stability. As extension of the stability tolerance criteria, consensus, and tracking control of multiagent systems with measurement noises and nonuniform delays are studied.