ABSTRACT
This chapter deals with the robust stability and stabilization problems for a class of stochastic time-delay interval systems with nonlinear disturbances by developing delay-dependent analysis techniques. It also deals with the robust stability analysis problem in a unified linear matrix inequality (LMI) framework. The chapter develops an LMI design procedure for the state feedback controller. A delay-dependent LMI approach has been developed to derive sufficient conditions under which the controlled system is mean-square asymptotically stable, where the conditions are dependent on the length of the time-delays. The chapter explains the robust stabilization problem where a memory less state feedback controller is designed to stabilize the closed-loop system. By using Ito's differential formula and the Lyapunov stability theory, sufficient conditions for the solvability of these problems are derived in term of linear matrix inequalities, which can be easily checked by resorting to available software packages.
