Robust H∞ control for neutral stochastic uncertain systems with time-varying delay

The problem of robust H
∞
control for uncertain neutral stochastic systems with time-varying delay is discussed. The parameter uncertaintie is assumed to be time varying norm-bounded. First, the stochastic robust stabilization of the stochastic system without disturbance input is investigated by nonlinear matrix inequality method. Then, a full-order stochastic dynamic output feedback controller is designed by solving a bilinear matrix inequality (BMI), which ensures a prescribed stochastic robust Hoo per&x00AD; formance level for the resulting closed-loop system with nonzero disturbance input and for all admissible uncertainties. An illustrative example is provided to show the feasibility of the controller and the potential of the proposed technique.