Stochastic Control Design for Stochastic Uncertain Time-Delay Systems

Authors:	Karimi Hamidreza, University of Tehran, Iran (Islamic Republic of) Moshiri Behzad, University of Tehran, Iran (Islamic Republic of) Maralani Parviz Jabedar, University of Tehran, Iran (Islamic Republic of) Lohmann Boris, University of Bremen, Germany
Topic:	1.4 Stochastic Systems
Session:	Control of Stochastic Systems
Keywords:	Exponential stability; quadratic matrix inequality; stochastic control; time-delay systems; stochastic systems

Abstract

In this paper, we investigate the stochastic output feedback control problem for a class of stochastic non-linear time-delay systems. The aim of this paper is to design a linear, delayless, and independent - uncertainty control for all admissible uncertainties. The designed control ensures stochastically exponentially stability in the mean square, independent of the time-delay. The sufficient conditions for the existence of such a control are proposed in terms of certain quadratic matrix inequalities. The simulations of applying the proposed method to a stochastic time-delay system subject to non-linear uncertainties are shown in a simple example.