Stabilization of a class of uncertain large-scale stochastic systems with time delays (Q1961211)

This paper considers a class of large-scale interconnected bilinear stochastic systems with time delays and time-varying parameter uncertainties. The problem is to design a robust decentralized controller such that the closed-loop interconnected stochastic system is globally asymptotically stable in probability for all admissible uncertainties and time delays. Robust stability analysis is given in terms of a set of linear matrix inequalities (LMI). It is shown that the robust decentralized stabilization can be solved by an LMI-based method.