Multidelay Linear Composite Stochastic Systems with Structured and Unstructured Uncertainties: Robust Mean-Square Stability Independent of Delay

Abstract

Multidelay linear composite (or interconnected, large-scale) stochastic systems with structured and unstructured uncertainties are considered. By using the Lyapunov functionals, the allowable bounds for the structured and unstructured uncertainties as well as the intensities of the stochastic disturbances are established to maintain the mean-square asymptotic stability of the composite stochastic systems. For the unstructured uncertain systems, the robustness bounds are obtained directly from the system matrices even without solving the Lyapunov equation. A specific example is given to illustrate the results.