Stabilization for a class of discrete-time stochastic systems with sector nonlinearities and mixed time-delays

Abstract

This paper deals with the problem of state feedback control for a class of discrete-time stochastic systems involving sector nonlinearities and mixed time-delays. An effective approach is proposed to design a state feedback controller such that the resultant closed-loop system is asymptotically stable in the mean square sense. Since the conditions obtained for the existence of controllers are expressed in terms of linear matrix inequalities with nonlinear constraints, a cone complementarity linearization algorithm is employed to solve the nonlinear problem. Two numerical examples demonstrate the effectiveness of the proposed method.