Delay-dependent H∞ control for stochastic systems with distributed time delay

This paper is concerned with H_infin control problem of stochastic systems with distributed time delay. The new delay-dependent control approach is developed that neither system transformation or relaxation matrices via Newton Leibniz formula is required. The designed state feedback controller can guarantee the resulting closed-loop system is exponentially stable in the mean square sense and achieves a prescribed H_infin performance. A numerical example showed that the approach developed in this letter is effective and less conservative than some existing delay-dependent results.