Delay-dependent guaranteed cost control for a non-linear stochastic system with distributed delays

Abstract In this paper, the problem of guaranteed cost control for stochastic systems is considered. The system is non-linear, and the delays are distributed. Based on Lyapunov stability theory combined with the linear matrix inequality (LMI) technique, delay-dependent stability and stabilization conditions are proposed. Furthermore, sufficient conditions for the existence of guaranteed cost controllers are derived. Finally, a numerical example is used to illustrate the effectiveness and feasibility of the approaches proposed in this paper.

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