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Delay-dependent robust stability of stochastic systems with time delay and nonlinear uncertainties. (English) Zbl 1190.93095

Summary: The authors are concerned with delay-dependent stability for a class of stochastic systems with time delay and nonlinear uncertainties. A stability criterion, expressed in terms of LMI, is derived based on the Lyapunov-Krasovskii function method and a parameterised model transformation. An example shows that the proposed method is less conservative than alternative methods.

MSC:

93E03 Stochastic systems in control theory (general)
93D09 Robust stability
93C23 Control/observation systems governed by functional-differential equations
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