Robust stabilisation for a class of stochastic two‐dimensional non‐linear systems with time‐varying delays

Abstract

This study addresses the robust stabilisation problem for the two-dimensional (2D) discrete non-linear stochastic systems with time-varying delays in states. Based on the well-known Fornasini–Marchesini local state-space model, a more general 2D discrete non-linear system is considered with both stochastic disturbances and time-varying delays. Our attention is focused on the design of a delay-dependent state-feedback controller so that the 2D stochastic non-linear system is guaranteed to be globally asymptotically stabilisable in the mean square. By using the stochastic analysis and some inequality techniques, sufficient criteria ensuring the existence of such controllers are derived in terms of matrix inequalities, which can be effectively solved by resorting to some standard convex optimisation algorithms. Furthermore, such stabilisation results are extended to more general cases where the system matrices contain either polytopic or norm-bounded parameter uncertainties. Finally, a numerical example is provided to demonstrate the applicability of the proposed controller design approach.