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\(H_{\infty}\) output feedback control for uncertain stochastic systems with time-varying delays. (English) Zbl 1073.93022
Summary: This paper deals with the problem of \(H_{\infty}\) output feedback control for uncertain stochastic systems with time-varying delays. The parameter uncertainties are assumed to be time-varying norm-bounded. The aim is the design of a full-order dynamic output feedback controller ensuring robust exponential mean-square stability and a prescribed \(H_{\infty}\) performance level for the resulting closed-loop system, irrespective of the uncertainties. A sufficient condition for the existence of such an output feedback controller is obtained and the expression of desired controllers is given.

MSC:
93B36 \(H^\infty\)-control
93C23 Control/observation systems governed by functional-differential equations
93E15 Stochastic stability in control theory
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