Delay-dependent exponential stability for uncertain neutral stochastic linear systems with interval time-varying delay

Abstract

This study mainly considers the problem for the robustly exponential stability of uncertain neutral stochastic linear systems with a delay varying in an interval. By constructing an augmented Lyapunov–Krasovskii functional, some new delay-dependent exponential stability criteria for such systems are established in terms of linear matrix inequalities, which involve fewer matrix variables and have less conservatism. Three illustrative numerical examples are given to show the effectiveness of the proposed method.