Abstract
In this paper, the problem of delay-dependent robust H∞ control for uncertain stochastic systems with state and input delays is investigated. The time delays are assumed to be bounded and time varying and the uncertainties are assumed to be norm bounded. By using the Lyapunov functional method, a new delay-dependent robust H∞ control scheme is presented in terms of linear matrix inequalities (LMIs). Some numerical examples are given to illustrate the effectiveness of the proposed approach.
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