Dissipative Delay-Feedback Control for Nonlinear Stochastic Systems with Time-Varying Delay

The dissipative delay-feedback control problems for nonlinear stochastic delay systems (NSDSs) based on dissipativity analysis are studied in this paper. Based on the Lyapunov stability theory and stochastic analysis technique, both delay-independent and delay-dependent dissipativity criteria are established as linear matrix inequalities- (LMIs-) based feasibility tests. The obtained results in this paper for the nominal systems include the available results on H-infinity approach and passivity for stochastic delay systems as special cases. The delay-dependent feedback controller is designed by considering the relationship among the time-varying delay, its lower and upper bound, and its differential without ignoring any terms, which effectively reduces the conservative. A numerical example is given to illustrate the theoretical developments.