On delay-independent stability criteria for delay Ito stochastic differential systems

The delay-independent stability for delay Ito stochastic systems with Markov jumping and time delay is considered in this paper. By applying the so-called ”Small Scalar Method”, several stability criteria for such system are proposed irrespective of the size of delay τ. Moreover, these criteria also exhibit the separation property between the system matrices and Lyapunov matrices the help of the introduced additional matrices. The so-called ”Small Scalar Method” can also be extended to obtain LMI representations for other performance of time-delay systems. A numerical example is employed to illustrate the effect of the proposed criteria.