On Robust Stability of Stochastic Systems with Uncertainties and Distributed Time-Varying Delays

Cheng Wang; Qing Zhang; Jian Ping Gan

doi:10.4028/www.scientific.net/AMM.263-266.1275

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On Robust Stability of Stochastic Systems with Uncertainties and Distributed Time-Varying Delays

Abstract:

This paper is concerned with the robust stability analysis for uncertain stochastic systems with distributed time-varying delays. By using the stochastic analysis approach and free-weighting matrices, new delay-dependent stability condition is established in terms of LMI to guarantee the uncertain stochastic distributed delay system to be robustly asymptotically stable in the mean square.