Dynamic output feedback control synthesis for stochastic time-delay systems

This article deals with the dynamic output feedback control synthesis problem for Itô-type stochastic time-delay systems. Our aim is to design a full order dynamic output feedback controller to achieve the desired control objectives. We will formulate the controller design problem as an H ∞ optimisation problem in the mean-square sense. The main contributions of this article are as follows: (i) for stochastic systems, the design of a controller with multiple objectives can be addressed without employing a unique Lyapunov function; (ii) using an inequality technique and Finsler Lemma, we provide convex controller synthesis conditions described by linear matrix inequalities (LMIs). Some examples are presented to show the effectiveness of the developed theoretical results.