Dynamic output feedback control for a class of stochastic time-delay systems

This paper is concerned with the problem of robust control for a class of uncertain stochastic systems with discrete and distributed time-varying delays via dynamic output feedback control. The parameter uncertainties of system matrices are assumed to be norm-bounded. The purpose is to design a dynamic output feedback controller such that the closed-loop system is robustly stochastically stable for all admissible parameter uncertainties. Based on the stability theory of stochastic systems, a new delay-dependent sufficient condition for the existence of such a controller is obtained and the corresponding controller design method is proposed in terms of linear matrix inequality (LMI). Numerical examples are included to illustrate the effectiveness and the benefits of the proposed method.