An adaptive controller design for uncertain stochastic systems

In this paper, we consider the problem of adaptive H_infin control for stochastic systems with parameter uncertainties, time delay and unknown nonlinear perturbations. The unknown nonlinear perturbations are norm-bounded and the gains are unknown while there is adaptive parameter in the adjustable output. Using linear matrix inequality and Lyapunov-Krassovskii approaches, the designed controller not only can stabilize the controlled system, but also guarantee H_infin properties to be presented. For dealing with adaptive parameter in the adjustable output, a new adaptive law is proposed.