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

The robust H_∞ control problem is presented for uncertain stochastic time-delayed systems with saturating nonlinear constraints in the actuators. In this system, the parameter uncertainties are assumed to satisfy norm-bounded conditions, and the time delays exist in state and control simultaneously. 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 prespecified H_∞ disturbance attenuation coefficient γ.