Delay-dependent Robust Stability for Uncertain Stochastic Systems with Interval Time-varying Delay

Abstract

This paper is concerned with the stability analysis for uncertain stochastic systems with interval time-varying delay. Improved delay-dependent robust stability criteria of uncertain stochastic systems with interval time-varying delay are proposed without ignoring any terms by considering the relationship among the time-varying delay, its upper bound, and their difference, and using both Itó's differential formula and Lyapunov stability theory. A numerical example is given to illustrate the effectiveness and the benefit of the proposed method.