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IMA Journal of Mathematical Control and Information 2004 21(3):345-358; doi:10.1093/imamci/21.3.345
© 2004 by Institute of Mathematics and its Applications
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Delay-dependent robust stabilization and H{infty}-control of uncertain stochastic systems with time-varying delay

Wu-Hua Chen1, Zhi-Hong Guan2 and Xiaomei Lu3

1 College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, People's Republic of China and Department of Control Science and Engineering, Huazhong University of Science and Technology, Wuhan, Hubei, 430074, People's Republic of China 2 Department of Control Science and Engineering, Huazhong University of Science and Technology, Wuhan, Hubei, 430074, People's Republic of China 3 College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, People's Republic of China

This paper considers the problems of robust stabilization and robust H{infty}-control for uncertain stochastic systems with time-delay. By using a descriptor model transformation of the system and applying a new bounding technique for cross terms, the above problems are solved. New state feedback solutions are derived in terms of delay-dependent linear matrix inequalities (LMIs). A numerical example is given which illustrates the effectiveness of the proposed approach.

Keywords: H{infty}-control; linear matrix inequality; robust stochastic stabilization; time-delay system; delay-dependent criteria.

Received 23 June 2003.


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