Guaranteed cost control for uncertain neutral stochastic systems via dynamic output feedback controllers

Abstract

This paper deals with the problem of guaranteed cost control for uncertain neutral stochastic systems. The parameter uncertainties are assumed to be timevarying but norm-bounded. Dynamic output feedback controllers are designed such that, for all admissible uncertainties, the resulting closed-loop system is mean-square asymptotically stable and an upper bound on the closed-loop value of the cost function is guaranteed. By employing a linear matrix inequality (LMI) approach, a sufficient condition for the solvability of the underlying problem is obtained. A numerical example is provided to demonstrate the potential of the proposed techniques.