Moment Stability of Nonlinear Stochastic Systems With Time-Delays Based on ${\cal {H}}$-Representation Technique

Abstract

In this note, moment stability of nonlinear stochastic systems with time-delays is investigated. Based on a kind of Kronecker algebra and the H-representation technique, we obtain the second order moment equations of nonlinear stochastic systems with time-delays. By the comparison principle and the established moment equations, we get the comparative systems of the nonlinear stochastic systems with time-delays. Then we establish moment stability theorems for the systems with the stability properties of the comparative systems. Finally, an example is presented to illustrate the efficiency of our results.