Robust Η∞Control for a Class of Discrete Time-Delay Stochastic Systems with Randomly Occurring Nonlinearities

Copyright © 2014 Yamin Wang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.In this paper, we consider the robust Η∞ control problem for a class of discrete time-delay stochastic systems with randomly occurring nonlinearities. The parameter uncertainties enter all the system matrices; the stochastic disturbances are both state and control dependent, and the randomly occurring nonlinearities obey the sector boundedness conditions. The purpose of the problem addressed is to design a state feedback controller such that, for all admissible uncertainties, nonlinearities, and time delays, the closed-loop system is robustly asymptotically stable in the mean square, and a prescribed Η∞ disturbance rejection attenuation level is also guaranteed. By using the Lyapunov stability theory and stochastic analysis tools, a linear matrix inequality (LMI) approach is developed to derive sufficient conditions ensuring the existence of the desired controllers, where the conditions are dependent on the lower and upper bounds of the time-varying delays. The explicit parameterization of the desired controller gains is also given. Finally, a numerical example is exploited to show the usefulness of the results obtained.This work was supported in part by the National Natural Science Foundation of China under Grants 61374010, 61074129, and 61175111, the Natural Science Foundation of Jiangsu Province of China under Grant BK2012682, the Qing Lan Project of Jiangsu Province (2010), the 333 Project of Jiangsu Province (2011), and the Six Talents Peak Project of Jiangsu Province (2012)