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The problem of guaranteed cost Hinfin control was considered for uncertain stochastic systems with state and input-delays. Based on linear matrix inequality (LMI) method, Ito formula, and so on, a sufficient condition for the solvability of this problem is obtained. Attention is focused on the design of a linear memoryless state feedback controller, which ensures the closed-loop system is mean-square...
This paper extends Hinfin control theory to a more general class of stochastic nonlinear systems with dynamic uncertainties. From the view of stochastic dissipation, we investigate the L2 robust performance rule design for this general class of systems. Under some mild assumptions on the unmodeled dynamics, we establish the relationship between the L2 gain of the dynamic uncertain stochastic nonlinear...
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