Robust H∞ control for stochastic system by delay feedback controller

The stochastic asymptotic stable and robust H_∞ control for stochastic system by delay feedback controls are studied in this paper. The idea of the controller design is different from the traditional state feedback controller design. A Lyapunov-Krasovskii functional is constructed at first, and by linear matrix inequality (LMI) techniques, the delay-dependent sufficient conditions which provide the feasibility of the H_∞ controller is given. The numerical example with simulation is given to show the feasibility of the designed controller.