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Robust delayed-state-feedback stabilization of uncertain stochastic systems. (English) Zbl 1162.93389
Summary: Due to time spent in computation and transfer, control input is usually subject to delays. Problems of deterministic systems with input delay have received considerable attention. However, relatively few works are concerned with problems of stochastic system with input delay. This paper studies delayed-feedback stabilization of uncertain stochastic systems. Based on a new delay-dependent stability criterion established in this paper, a robust delayed-state-feedback controller that exponentially stabilizes the uncertain stochastic systems is proposed. Numerical examples are given to verify the effectiveness and less conservativeness of the proposed method.
MSC:
93D15Stabilization of systems by feedback
93E03General theory of stochastic systems
93E15Stochastic stability
15A39Linear inequalities of matrices