JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE) ›› 2015, Vol. 45 ›› Issue (1): 54-63.doi: 10.6040/j.issn.1672-3961.0.2014.140

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Robust stochastic stability for uncertain stochastic system with multiple delays

ZHANG Huihui, XIA Jianwei   

  1. School of Mathematics Science, Liaocheng University, Liaocheng 252000, Shandong, China
  • Received:2014-05-16 Revised:2014-11-28 Published:2014-05-16

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Abstract: The problem of robust stochastic stability for a class of uncertain stochastic systems with multiple delays was investigated in this paper. The uncertainties were in linear fractional form. Firstly, a new integral inequlity lemma was derived by extending the reciprocally convex approach. Then, based on a multiple delay-interval dependent Lyapunov-Krasovskii constructed by fully considering the relationship between upper and lower time delay interval and the new integral inequlity approach, some novel delay-dependent stability criteria with less conservatism and less free weighting matrices were obtained. At last, some numerical examples were given to show the effectiveness of the proposed results.

Key words: linear fractional uncertainties, multiple delays, stochastic system, robust stochastical stability, Lyapunov-Krasovskii function, LMI

CLC Number: 

  • O231.3
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