Delay-dependent robust ℋ ∞ control for uncertain stochastic time-delay system

Abstract

This article deals with the problem of robust stabilisation and ℋ∞ control for a class of uncertain stochastic time-delay system. The parametric uncertainties are real time-varying and norm bounded. The aim is to design a memoryless state-feedback control law such that the closed-loop system are robustly stochastically asymptotically stable in the mean square and the effect of the disturbance input on the controlled output is less than a prescribed level for all admissible parameter uncertainties. New sufficient conditions for the existence of such control law are presented based on the linear matrix inequalities approach. Numerical examples are given to illustrate the effectiveness of the developed techniques.