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LMI optimization problem of delay-dependent robust stability criteria for stochastic systems with polytopic and linear fractional uncertainties

Pagavathigounder Balasubramaniam, Shanmugam Lakshmanan, Rajan Rakkiyappan (2012)

International Journal of Applied Mathematics and Computer Science

This paper studies an LMI optimization problem of delay-dependent robust stability criteria for stochastic systems with polytopic and linear fractional uncertainties. The delay is assumed to be time-varying and belong to a given interval, which means that lower and upper bounds of this interval time-varying delay are available. The uncertainty under consideration includes polytopic-type uncertainty and linear fractional norm-bounded uncertainty. Based on the new Lyapunov-Krasovskii functional, some...

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