Robust H_∞ Control For Stochastic System With Interval Time Delay

This paper deals with the problem of delay-dependent robust H￥control for stochastic system with interval time delay. By using Lyapunov function, Ito differential formula and free weighting matrix, the new methods of delay-dependent robust H￥control for stochastic system with interval time delay have been given. The main contents are follows:Firstly, some concepts which related to stochastic time-delay systems, the basic knowledge and the main lemmas applied in this paper have been introduced.Secondly, the problem of the delay-dependent H￥control for stochastic system with interval time delay was discussed. First of all, stochastic system equations were presented. By constructing proper Lyapunov function, introducing free weighting matrix, combining Ito differential formula, the stability conditions of stochastic system were received by linear matrix inequality. Then, the closed-loop system state feedback controller was designed, at last, the effectiveness of the method by an example is proved.Thirdly, using similar methods to discuss the problem of delay-dependent robust H￥ control for stochastic system with interval time delay, an example was provided to demonstrate the effectiveness and benefits of the proposed method. Finally, we summarized the thesis work and pointed out the direction for further research.