New delay-dependent stability criteria for linear stochastic systems with time-varying delay

In this paper, the problem of the stability for a class of stochastic systems with time-varying delay is investigated. By dividing the delay interval into multiple segments and choosing different weighting matrices in the new Lyapunov-Krasovskii functional, the delay-dependent sufficient criterion is derived in terms of linear matrix inequalities (LMIs). Neither model transformations nor bounding techniques for cross terms is employed, so the derived criterion is less conservative than the most existing results. Meanwhile, the computational complexity of the obtained stability conditions is reduced because less variables are involved. A numerical example is given to show the application of the proposed method.