Integral inequality for time-varying delay systems

This paper considers the stability analysis of time-varying delay systems. We develop a new integral inequality which is proved to encompasses the celebrated Jensen's inequality. These technical tools allow to construct simple Lyapunov-Krasovskii functionals very efficient in practice. Notice that our procedure is coupled with the use of the reciprocal convexity result in order to reduce the conservatism induced by the LMIs optimisation setup. The effectiveness of the proposed results is illustrated by some classical examples from the literature.