Delay-dependent H∞ guaranteed cost control for uncertain neutral stochastic systems with unbounded distributed delays

In this paper, we consider the problem of delay-dependent H_∞ guaranteed cost control for a class of uncertain neutral stochastic systems with unbounded distributed delays. The aim is to design a delay-dependentH_∞ guaranteed cost controller and to obtain the upper bound of the quadratic cost function. Since the stochastic robust H_∞ stabilization condition is investigated by a nonlinear matrix inequality approach, a cone complementarity linearization (CCL) algorithm is constructed to solve the nonlinear problem. A numerical example is provided to demonstrate the effectiveness of the proposed approach.