Stability analysis for neutral stochastic linear system

Abstract

This study is a further note on stability analysis for uncertain linear neutral stochastic system. Firstly, the stability of linear neutral stochastic system with mix delays is studied. By employing a new Lyapunov–Krasovskii functional and novel method to estimate the integral terms, the less conservative stability criteria are obtained. Compared with previous results, the novel method can sufficiently utilise more negative items information. Then, in virtue of the Schur complement and linear matrix inequality technique, the robust stability of the uncertain neutral stochastic system is derived, which have less conservatism. Finally, two numerical examples show that the authors’ results are effective and less conservative than other reports in the previous literature.