Delay-dependent robust stabilization and H∞-control of uncertain stochastic systems with time-varying delay

This paper considers the problems of robust stabilization and robust H∞-control for uncertain stochastic systems with time-delay. By using a descriptor model transformation of the system and applying a new bounding technique for cross terms, the above problems are solved. New state feedback solutions are derived in terms of delay-dependent linear matrix inequalities (LMIs). A numerical example is given which illustrates the effectiveness of the proposed approach.