Robust H∞ control for a class of nonlinear stochastic systems with mixed time delay

This paper is concerned with the problem of robust H,,, control for a class of uncertain nonlinear Ito-type stochastic systems with mixed time delays. The parameter uncertainties are assumed to be norm bounded, the mixed time delays comprise both the discrete and distributed delays, and the sector nonlinearities appear in both the system states and delayed states. The problem addressed is the design of a linear state feedback controller such that, in the simultaneous presence of parameter uncertainties, system nonlinearities and mixed time delays, the resulting closed-loop system is asymptotically stable in the mean square and also achieves a prescribed H,,, disturbance rejection attenuation level. By using the Lyapunov stability theory and the lto differential rule, some new techniques are developed to derive the sufficient conditions guaranteeing the existence of the desired feedback controllers. A unified linear matrix inequality is proposed to deal with the problem under consideration and a numerical example is exploited to show the usefulness of the results obtained. Copyright (C) 2007 John Wiley & Sons, Ltd.