Robust H∞ control for uncertain discrete-time delayed stochastic systems with saturating nonlinear actuators

The robust H_∞ control problem is presented for uncertain discrete-time delayed stochastic systems with saturating nonlinear actuators. In the discrete time systems, the parameter uncertainties are assumed to satisfy norm-bounded conditions, and the time delays exist in state and control simultaneously. By the Lyapunov stability theory, sufficient conditions for the existence of stochastic robust stabilization controller and stochastic robust H_∞ controller are presented in terms of linear matrix inequality. With the controllers, the closed-loop systems are robust stochastic stable with a pre-specified H_∞ disturbance attenuation coefficient γ.