A New Controller of Stochastic Delay Systems
By introducing an additional vector, a new delay-dependent controller is designed for stochastic systems with time delay in this paper. The presented controller is formulated by means of LMI, and it guarantees robust asymptotical mean-square stability of the resulting closed-loop system. Our result shows advantage over some existing ones, which is demonstrated by a numerical example.
Helen Zhang and David Jin
Y. Chen and Q. Q. Li, "A New Controller of Stochastic Delay Systems", Applied Mechanics and Materials, Vols. 63-64, pp. 974-977, 2011