Abstract
Linear-quadratic Gaussian (LQG) optimal control systems subject to time-varying delay and nonlinear state perturbations are considered. Some robust stability conditions are derived which result in several bounds on the delayed state perturbations so that the uncertain linear-quadratic Gaussian optimal control systems with time-varying delay can remain stable in the sense of uniform ultimate boundedness. The modified Lyapunov equation and the improved Razumikhin-type theorem are employed to investigate such robust stability conditions. Finally, a numerical example is given to demonstrate the validity of the results.
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