Delay-dependent H<inf>∞</inf> guaranteed cost control for uncertain neutral stochastic systems with unbounded distributed delays

Abstract

In this paper, we consider the problem of delay-dependent H <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">∞</sub> guaranteed cost control for a class of uncertain neutral stochastic systems with unbounded distributed delays. The aim is to design a delay-dependentH <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">∞</sub> guaranteed cost controller and to obtain the upper bound of the quadratic cost function. Since the stochastic robust H <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">∞</sub> stabilization condition is investigated by a nonlinear matrix inequality approach, a cone complementarity linearization (CCL) algorithm is constructed to solve the nonlinear problem. A numerical example is provided to demonstrate the effectiveness of the proposed approach.