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

This paper focuses on a class of large-scale interconnected bilinear stocha stic systems with time delays and time-varying parameter uncertainties. The problem we address is to design a robust decentralized controller such tha t the closed-loop interconnected stochastic system is globally asymptotical ly stable in probability for all admissible uncertainties and time delays. First, robust stability analysis is given in terms of a set of linear matri x inequalities (LMIs). Then, it is shown that the robust decentralized stab ilization can be solved by an LMI-based design method. (C) 1999 Elsevier Sc ience Ltd. All rights reserved.