New delay-dependent robust stability result for neutral stochastic time-delay system

The robust stability problem for a kind of uncertain neutral stochastic time-delay systems is concerned about in this paper. By using the integral inequality in the neutral stochastic setting combined with delay decomposition approach, which guarantees that the corresponding system is asymptotically stable. Less conservative and delay-dependent result is achieved via solving the linear matrix inequalities (LMIs). At last, example shows a significant improvement over the previous results.