Abstract:

The problem of parameterdependent robust stabization for stochastic timedelay systems with polytopic uncertainties is investigated due to the much more conservatism of the existing results. By using Lyapunov stochastic stability and constructing parameterdependent Lyapunov functions, parameterdependent robust stability sufficient condition is obtained in terms of LMIs(Linear Matrix Inequalities). The proposed method is suitable to engineering due to its simple calculation and accurate result. An example is given to illustrate the effectiveness of results.

Key words: stochastic systems, robust stochastic stability, linear matrix inequalities（LMIs）