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

The robust H_∞ control problem for uncertain stochastic time-delayed systems with nonlinear actuators is considered. The uncertainties in the systems are assumed to satisfy a specific matching condition. The time delays exist in the state as well as control input. A new stochastic robust stabilizable criterion and a sufficient condition for the existence of the stochastic robust stabilizing control law are derived. The delay-independent memoryless robust H_∞ controllers are constructed to stabilize the given system in terms of a group of linear matrix inequalities. The complex degree of numerical computing for HJI inequality can be overcome by using the LMI tool.