Stochastic dynamic delay output feedback stabilization and H∞ control for stochastic system

This paper deals with the problems of stochastic dynamic delay output feedback(SDDOF) stabilization and H_∞ control for stochastic system. The stochastic system state is without time delay and is not available directly. The aim is the design of a full order SDDOF controller ensuring exponential mean-square stable and a prescribed H_∞ performance level for the resulting closed-loop system. The sufficient conditions of stochastic stabilization and H_∞ control for the existence of SDDOF controller are obtained and the expression of the desired controller is given in the form of matrix inequality. Moreover, an illustrate numerical example with simulation is given to demonstrate the applicability of the proposed design approach.