New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic Uncertainties

Abstract EN

This paper addresses the robust stability for a class of linear discrete-time stochastic systems with convex polytopic uncertainties.

The system to be considered is subject to both interval time-varying delays and convex polytopic type uncertainties.

Based on the augmented parameter-dependent Lyapunov-Krasovskii functional, new delay-dependent conditions for the robust stability are established in terms of linear matrix inequalities.

An application to robust stabilization of linear discrete-time stochastic control systems is given.

Numerical examples are included to illustrate the effectiveness of our results.