Robust H∞ output-feedback control of state-multiplicative stochastic systems with delay

Linear, state delayed, continuous-time systems are considered with both stochastic and norm-bounded deterministic uncertainties in the state-space model. The problem of robust dynamic H_∞ output-feedback control is solved, for the stationary case, via the input-output approach where the system is replaced by a nonretarded system with additional deterministic norm-bounded uncertainties. In this problem, a cost function is defined which is the expected value of the standard H_∞ performance cost with respect to the stochastic parameters. An example is given that demonstrates the applicability of the theory.