\(H_{\infty}\) analysis of nonlinear stochastic time-delay systems. (English) Zbl 1153.93355

Summary: The \(H_{\infty}\) analysis problem is studied for a general class of nonlinear stochastic systems with time-delay. The stochastic systems are described in terms of stochastic functional differential equations. The Razumikhin-type lemma is employed to establish sufficient conditions for the time-delay stochastic systems to be internally stable, and the \(H_{\infty}\) analysis problem is studied in order to quantify the disturbance rejection attenuation level of the nonlinear stochastic time-delay system. In particular, the paper obtains the general conditions under which the \(L_2\) gain of the system is less than or equal to a given constant. Some easy-to-test criteria are also given so as to determine whether the nonlinear stochastic time-delay system under investigation is internally stable and whether it achieves certain \(H_{\infty}\) performance index. Finally, illustrative examples are provided to show the usefulness of the proposed theory.


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


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