Delay-Dependent Robust H∞ Control of Uncertain Stochastic Delayed Systems

Abstract

This paper is concerned with robust H∞ control for uncertain stochastic time-delay systems with norm-bounded parametric uncertainties. Based on an integral inequality and slack matrix technique, delay-dependent bounded real lemma (BRL) and the condition for the existence of robust H∞ controller are presented. For all the admissible parametric uncertainties, the designed controller guarantees the resulting closed-loop system is robustly mean-square asymptotically stable with a prescribed H∞ disturbance attenuation level. The results are formulated in terms of linear matrix inequalities (LMIs). Both model transformation and cross terms bounding techniques are avoided in the derivations. Two numerical examples are provided to show the advantage of the proposed method.