Delay‐dependent robust stability for stochastic time‐delay systems with polytopic uncertainties

This paper considers a delay-dependent and parameter-dependent robust stability criterion for stochastic time-delay systems with polytopic uncertainties. The delay-dependent robust stability criterion, as expressed in terms of linear matrix inequalities (LMIs), is obtained by using parameter-dependent Lyapunov functions. It is shown that the result derived by a parameter-dependent Lyapunov functional is less conservative. Numerical examples are provided to illustrate the effectiveness of the proposed method. Copyright © 2008 John Wiley & Sons, Ltd.

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