Delay-dependent dynamic output feedback control for uncertain stochastic systems with time-varying delay

In this paper a dynamic output feedback control approach is presented for uncertain stochastic systems with time-varying delays. By employing a new Lyapunov functional, Lyapunov variable and some slack matrices, a convex LMI based delay-dependent sufficient condition was presented such that asymptotical stability condition in the mean square sense for the closed-loop system and so-called NP hard problem is dealt. A numerical example has demonstrated the effectiveness of the proposed approach.