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An LMI-based approach for robust stabilization of uncertain stochastic systems with time-varying delays

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4 Author(s)
Chien-Yu Lu ; Dept. of Electr. Eng., Nat. Cheng Kung Univ., Tainan, Taiwan ; Jason Sheng-Hong Tsai ; Gwo-Jia Jong ; Te-Jen Su

Based on the linear matrix inequality method, we introduce the robust stability of uncertain linear stochastic differential delay systems with delay dependence. The parameter uncertainty is norm-bounded and the delays are time varying. We then extend the proposed theory to discuss the robust stabilization of uncertain stochastic differential delay systems.

Published in:

IEEE Transactions on Automatic Control  (Volume:48 ,  Issue: 2 )