This paper discusses the mean-square exponential stability of uncertain neutral linear stochastic systems with interval time-varying delays. A new augmented Lyapunov-Krasovskii functional (LKF) has been constructed to derive improved delay-dependent robust mean-square exponential stability criteria, which are forms of linear matrix inequalities (LMIs). By free-weight matrices method, the usual restriction that the stability conditions only bear slow-varying derivative of the delay is removed. Finally, numerical examples are provided to illustrate the effectiveness of the proposed method.
Weihua Mao. Feiqi Deng. Anhua Wan. "Delay-Dependent Robust Exponential Stability for Uncertain Neutral Stochastic Systems with Interval Time-Varying Delay." J. Appl. Math. 2012 1 - 22, 2012. https://doi.org/10.1155/2012/593780