Observer-based finite-time control for stochastic delayed systems

This paper considers stochastic finite-time stability (SFTS) and observer-based control for Itô type stochastic delay systems. First, a sufficient stochastic finite-time stability condition is established. Then, based on singular value decomposition (SVD) technique, an observer-based controller is presented in terms of strict linear matrix inequalities (LMIs). A numerical example is finally provided to show the validity of the approach.