Necessary and Sufficient Conditions for Stabilizing an Uncertain Stochastic Multidelay System

Abstract

We focus on the problem of asymptotically mean-square stabilization in discrete-time stochastic systems that exhibit plant uncertainty, multiple input delays, and multiplicative noises. Our innovative contributions are described as follows. First, we employ a reduction method to transform the original model into a delay-free auxiliary system, and establish an equivalent proposition for stabilization based on this reformulation. On the basis of the reformulated model, we propose two stabilization criteria for the uncertainty-free case, including both Lyapunov-type and Riccati-type criteria. More generally, we extend the stabilization result to the uncertain model, and propose a necessary and sufficient stabilization criterion utilizing matrix homogeneous polynomials. Finally, we explore the existence and uniqueness of a delay margin under certain structural restrictions, and provide a closed-form representation of this margin.