Integral sliding mode design for robust filtering and control of linear stochastic time-delay systems

This paper presents an integral sliding mode technique robustifying the optimal controller for linear stochastic systems with input and observation delays, which is based on integral sliding mode compensation of disturbances. The general principles of the integral sliding mode compensator design are modified to yield the basic control algorithm oriented to time-delay systems, which is then applied to robustify the optimal controller. As a result, two integral sliding mode control compensators are designed to suppress disturbances in state and observation equations, respectively, from the initial time moment. Moreover, it is shown that if certain matching conditions hold, the designed compensator in the state equation can simultaneously suppress observation disturbances, as well as the designed compensator in the observation equation can simultaneously suppress state disturbances. The obtained robust control algorithm is verified by simulations in the illustrative example, where the compensator in the observation equation provides simultaneous suppression of state and observation disturbances. Copyright (C) 2005 John Wiley & Sons, Ltd.