Robust Control And Filtering For Neutral Stochastic Time-Delay Systems

Recently,neutral stochastic time-delay systems have attracted researchers' interesting,and some results about neutral stochastic time-delay systems have been given.However,there are still some problems which have not been fully investigated. Making use of the knowledge of stochastic analysis and the theory of the Lyapunov stability,the dissertation provides some results on robust stability,robust H_∞filtering, guaranteed cost control,robust H_∞control,non-fragile control,non-fragile filtering for uncertain neutral stochastic time-delay systems.The main results obtained in this dissertation are as follows:1,The robust stability problem for uncertain neutral stochastic time-delay systems is considered.By using the knowledge of stochastic analysis and introducing the free weighting matrix,a delay-dependent condition,that guarantees the uncertain neutral stochastic time-delay systems to be robust stochastically stable,is proposed. When obtaining this condition,we don't use any bounding technique to deal with the weak infinitesimal operator of the Lyapunov function by using the knowledge of stochastic analysis.Therefore this condition is less conservative than the existing one in the literature,which is demonstrated by numerical examples.2,The problem of delay-dependent robust H_∞filtering for uncertain neutral stochastic time-delay systems is studied.Based on the delay-dependent stability condition in the first part,a delay-dependent bounded real lemma is obtained by introducing the free weighting matrix.Then,a delay-dependent condition for the solvability of the robust H_∞filtering problem is proposed,and the H_∞filter is designed.After this,the problem of robust H_∞filtering for a class of uncertain nonlinear neutral stochastic time-delay systems is also studied.The numerical example is provided to demonstrate the effectiveness of the proposed approach.3,The dissertation considers the problem of guaranteed cost control for a class of uncertain nonlinear neutral stochastic time-delay systems.In terms of the theory of the Lyapunov stability and It(?)formula,a state feedback controller is designed such that the closed-loop system is mean-square asymptotically stable and the value of cost function is not larger than a special bound.A numerical example is given to demonstrate the effectiveness of the developed approach. 4,The dissertation also considers the robust H_∞problem and non-fragile H_∞problem for uncertain neutral stochastic systems with distributed delays.Firstly, a state feedback controller is designed for the uncertain linear neutral stochastic systems with distributed delays.Secondly,the robust H_∞control problem of a class of uncertain nonlinear neutral stochastic systems with distributed delays is investigated.Thirdly,we considered the H_∞control problem for uncertain neutral stochastic systems with distributed delays via non-fragile controllers,i.e.,the controllers can stabilize the systems and satisfy the H_∞performance even if the controllers are perturbed externally.The numerical example is provided to demonstrate the effectiveness of the proposed approach.5,The problem of non-fragile H_∞filtering for uncertain neutral stochastic systems with distributed delays is considered.Attention is focused on the design of a filter which is subject to norm-bounded uncertainties,such that the filtering error system is mean-square asymptotically stable with a prescribed H_∞performance level for all admissible uncertainties.And we also consider the non-fragile H_∞filtering problem for the neutral stochastic time-delay systems in chapter 3;a delay-dependent condition for the solvability of the non-fragile H_∞filtering problem is also proposed by introducing the free weighting matrix.