Exponential stability of time-delay systems via new weighted integral inequalities

In this paper, new weighted integral inequalities (WIIs) are first derived based on Jensen’s integral inequalities in single and double forms. It is theoretically shown that the newly derived inequalities in this paper encompass both the Jensen inequality and its most recent improvement based on Wirtinger’s integral inequality. The potential capability of WIIs is demonstrated through applications to exponential stability analysis of some classes of time-delay systems in the framework of linear matrix inequalities (LMIs). The effectiveness and least conservativeness of the derived stability conditions using WIIs are shown by various numerical examples.