Delay-dependent robust stability and H_∞ analysis of stochastic systems with time-varying delay

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This paper investigates the robust stochastic stability and H_∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique,i.e.,Hes technique,and a stochastic Lyapunov-Krasovskii functional,new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H_∞ disturbance attenuation.Three numerical examples are given.The results show that the proposed method is efficient and much less conservative than the existing results in the literature.
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