H∞ control for neutral linear stochastic time-delay systems via delay feedback controller

In this paper, the H_∞ control problems for neutral nonlinear stochastic systems with time-varying delay via delay feedback controller are investigated. Although the H_∞ control by non-delay feedback controls for such stochastic systems has been studied by several authors, there is so far little on the H_∞ control problems by delay feedback control and our aim is to close the gap. A novel Lyapunov-Krasovskii functional is given, and by linear matrix inequality techniques, some sufficient conditions which provide the feasibility of the delay feedback H_∞ controller are obtained. Of course, a illustrate example is given to show the validity of the result and the effectiveness of the proposed method.