Abstract
This paper considers the problem of H ∞ dynamic output feedback (DOF) control for a class of stochastic systems with time-varying delay and L ∞ disturbance. A new delay-dependent sufficient condition for the existence of the DOF controller is derived and the controller design method is given in the form of bilinear matrix inequalities (BMIs). Moreover, a variable step size path-following algorithm is proposed to solve the BMI problem. Numerical examples are given to illustrate the effectiveness of the proposed methods.
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