Robust Stochastic Stabilization and H ∞ Control for Neutral Stochastic Systems with Distributed Delays

Abstract

This paper considers the problem of robust stabilization and H∞ control for a class of uncertain neutral stochastic systems, in which delay is distributed and the parametric uncertainties are norm-bounded. By designing a state feedback controller, we obtain a delay-dependent criterion such that the resulting closed-loop system is 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 are presented based on the linear matrix inequality approach. Finally, numerical examples are used to illustrate the effectiveness and feasibility of the approaches proposed in this paper.