This paper deals with the problem of guaranteed cost control for uncertain stochastic systems with state and input-delays. Attention is focused on the design of a state feedback controller such that the resulting closed-loop system is mean-square asymptotically stable and guarantees that a given quadratic cost function has an upper bound. In terms of a linear matrix inequality (LMI), a sufficient condition for the solvability of this problem is derived. When the LMI is satisfied, the expression of desired state feedback controller is proposed. A numerical example is given to demonstrate the feasibility of the proposed approach.
Index Terms:
guaranteed cost control; stochastic systems; delay; parameter uncertainty; linear matrix inequality.
Citation:
Yamei Gong, Shengyuan Xu, "Guaranteed Cost Control for Uncertain Stochastic Systems with State and Input Delays," icicic, vol. 3, pp.508-511, First International Conference on Innovative Computing, Information and Control - Volume III (ICICIC'06), 2006