New results on robust stability and stabilization of linear discrete-time stochastic systems with convex polytopic uncertainties

This paper addresses the robust stability for a class of linear discrete-time stochastic systems with convex polytopic uncertainties. the system to be considered is subject to both interval time-varying delays and convex polytopic type uncertainties. based on the augmented parameter-dependent lyapunov-krasovskii functional,new delay-dependent conditions for the robust stability are established in terms of linear matrix inequalities. an application to robust stabilization of linear discrete-time stochastic control systems is given. numerical examples are included to illustrate the effectiveness of our results. © 2013 p. niamsup and g. rajchakit.