Memory state feedback stabilization for nonlinear stochastic time-delay systems

This paper deals with the problem of memory state feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Based on Lyapunov-krasoviskii functional, some sufficient conditions on local(global) stabilization are given in terms of matrix inequalities. In particular, some stabilizable conditions for a class of nonlinear stochastic time-delay systems are given in the form of linear matrix inequalities, which have the advantage of easy computation. An example is presented to show the superiority of memory state feedback controller to memory-less state feedback controller.