Robust stochastic stabilization and H∞ control of uncertain neutral stochastic time-delay systems ✩

This paper investigates the problems of robust stochastic stabilization and robust H∞ control for uncertain neutral stochastic time-delay systems with time-varying norm-bounded parameter uncertainties appearing in both the state and input matrices. The time delay is assumed to be unknown. Sufficient conditions for the existence of state feedback controllers are proposed, which ensure mean-square asymptotic stability of the resulting closed-loop system and reduce the effect of the disturbance input on the controlled output to a prescribed level for all admissible uncertainties. A linear matrix inequality approach is employed to design the desired state feedback controllers. Furthermore, in the case when time delays appear in both the state and control input, results on the robust stochastic stabilization and robust H∞ control are also presented. An illustrative example is provided to show the potential of the proposed techniques.  2005 Elsevier Inc. All rights reserved.