Stability criteria on delay-dependent robust stability for uncertain neutral stochastic nonlinear systems with time-delay

This work mainly studies the robust stability analysis and design of a controller for uncertain neutral stochastic nonlinear systems with time-delay. Using a modified Lyapunov–Krasovskii functional and the free-weighting matrices technique, we establish some new delay-dependent criteria in terms of linear matrix inequality (LMI). The innovative point of this work is that we generalize the robust stability analysis of nonlinear stochastic time-delay systems to the uncertain neutral stochastic systems. Due to the added derivative term of time-delay, the proposed scheme can be applied more widely. Finally, numerical examples are provided to validate the derived results.