Robust H∞ control for a class of nonlinear stochastic systems with mixed time delay

Abstract

This is the post print version of the article. The official published version can be obtained from the link - Copyright 2007 Wiley-Blackwell LtdThis paper is concerned with the problem of robust H∞ control for a class of uncertain nonlinear Itô-type stochastic systems with mixed time delays. The parameter uncertainties are assumed to be norm bounded, the mixed time delays comprise both the discrete and distributed delays, and the sector nonlinearities appear in both the system states and delayed states. The problem addressed is the design of a linear state feedback controller such that, in the simultaneous presence of parameter uncertainties, system nonlinearities and mixed time delays, the resulting closed-loop system is asymptotically stable in the mean square and also achieves a prescribed H∞ disturbance rejection attenuation level. By using the Lyapunov stability theory and the Itô differential rule, some new techniques are developed to derive the sufficient conditions guaranteeing the existence of the desired feedback controllers. A unified linear matrix inequality is proposed to deal with the problem under consideration and a numerical example is exploited to show the usefulness of the results obtained.This work was funded by the Engineering and Physical Sciences Research Council Grant Number: GR/S27658/01, Nuffield Foundation. Grant Number: NAL/00630/G, Alexander von Humboldt Foundation, National Natural Science Foundation of Jiangsu Education Committee of China Grant Number: 06KJD110206, National Natural Science Foundation Grant Numbers: 10471119, 10671172, Scientific Innovation Fund of Yangzhou University of China. Grant Number: 2006CXJ002