Abstract: | This paper considers a delay‐dependent and parameter‐dependent robust stability criterion for stochastic time‐delay systems with polytopic uncertainties. The delay‐dependent robust stability criterion, as expressed in terms of linear matrix inequalities (LMIs), is obtained by using parameter‐dependent Lyapunov functions. It is shown that the result derived by a parameter‐dependent Lyapunov functional is less conservative. Numerical examples are provided to illustrate the effectiveness of the proposed method. Copyright © 2008 John Wiley & Sons, Ltd. |