H∞ Dynamic Output Feedback Control for A Class of Discrete-Time Stochastic Systems with Sector Nonlinearities and Mixed Time-Delays

This paper deals with the H-infinity dynamic output feedback control problem for a class of discrete-time stochastic systems involving sector nonlinearities and mixed time-delays. Based on the H-infinity control theory and Lyapunov-Krasovskii functional method, an effective approach is proposed to design a H-infinity dynamic output feedback controller such that the resultant closed-loop system is stochastically stable with a prescribed disturbance attention in the mean square sense and has a H-infinity performance level. A numerical example demonstrates the effectiveness of the method.