On H_∞ Performance Analysis for Continuous-Time Stochastic Systems with Polytopic Uncertainties

Abstract

Two new parameter-dependent bounded real lemmas (BRLs) are proposed for continuous-time stochastic systems with polytopic uncertainties. One is based on the decoupling of product terms between a Lyapunov matrix and system matrices, which is realized by transforming the original system to its equivalent descriptor form; and the other is derived by defining a multiple Lyapunov function combined with a new bounding technique. These two improved BRLs are expressed as linear matrix inequality conditions, which can be easily tested by using standard numerical software. Numerical examples show the reduced conservativeness of the proposed BRLs.