Delay-dependent robust stability criteria of uncertain stochastic systems with time-varying delay

In this paper, the problems of delay-dependent robust stability for uncertain stochastic systems and their corresponding deterministic systems with time-varying delay are investigated. Based on Lyapunov stability theory combined with linear matrix inequalities (LMIs) techniques, some new delay-dependent stability criteria in terms of LMIs are derived by introducing some free weighting matrices which can be selected properly to lead to much less conservative results. Numerical examples are given to illustrate the effectiveness of the proposed method and an improvement over some existing results in the literature.