p‐Moment exponential robust stability of grey neutral stochastic delay systems

Abstract

Purpose

The purpose of this paper is to obtain the criteria of p‐moment exponential robust stability for a class of grey neutral stochastic delay systems.

Design/methodology/approach

By constructing a Lyapunov‐Krasovskii functional and employing the decomposition technique of continuous matrix‐covered sets of grey matrix and using three key inequalities, the paper investigates the p‐moment exponential robust stability for a class of grey neutral stochastic delay systems. A numeric example is given to demonstrate the effectiveness of the criteria presented in the paper.

Findings

The results not only can be used to judge the p‐moment exponential robust stability of the systems researched in the paper, but also can be applied in the stability analysis of grey non‐neutral stochastic systems.

Practical implications

The method exposed in the paper can be used in the analysis and designation of practical stochastic control systems.

Originality/value

The paper succeeds in obtaining the criteria of p‐moment exponential robust stability for grey neutral stochastic delay systems by constructing a Lyapunov‐Krasovskii functional and employing the decomposition technique of continuous matrix‐covered sets of grey matrix and using three key inequalities.

Citation

Su, C. (2011), "p‐Moment exponential robust stability of grey neutral stochastic delay systems", Grey Systems: Theory and Application, Vol. 1 No. 1, pp. 72-86. https://doi.org/10.1108/20439371111106740