P‐Moment exponential robust stability of grey neutral stochastic delay systems

Abstract

PurposeThe purpose of this paper is to obtain the criteria of p‐moment exponential robust stability for a class of grey neutral stochastic delay systems.Design/methodology/approachBy constructing a Lyapunov‐Krasovskii functional and employing the decomposition technique of continuous matrix‐covered sets of grey matrix and using three key inequalities, the paper investigates the p‐moment exponential robust stability for a class of grey neutral stochastic delay systems. A numeric example is given to demonstrate the effectiveness of the criteria presented in the paper.FindingsThe results not only can be used to judge the p‐moment exponential robust stability of the systems researched in the paper, but also can be applied in the stability analysis of grey non‐neutral stochastic systems.Practical implicationsThe method exposed in the paper can be used in the analysis and designation of practical stochastic control systems.Originality/valueThe paper succeeds in obtaining the criteria of p‐moment exponential robust stability for grey neutral stochastic delay systems by constructing a Lyapunov‐Krasovskii functional and employing the decomposition technique of continuous matrix‐covered sets of grey matrix and using three key inequalities.