Robust exponential stability criteria of uncertain stochastic systems with time-varying delays

This article investigates the problem of delay-dependent exponential stability in mean square for continuous-time linear stochastic systems with structured uncertainties and time-varying delays. By applying descriptor model transformation of the systems, a new type of Lyapunov-Krasovskii functional is constructed, and by introducing some free weighting matrices, some new delay-dependent and delay-independent stability criteria are derived respectively in terms of an LMI algorithm. The new stability criteria are less conservative than existing results. Numerical examples demonstrate that the new criteria are effective and are an improvement over existing results.