A guaranteed cost control of the uncertain discrete-time output PDFs systems with both SISIE and input delays

In this paper,the guaranteed cost control problem for uncertain discrete-time output probability density functions(PDFs) with both state and input delay is investigated.A novel linear matrix inquality (LMD-based approach with model transformation is developed,so that the closed-loop system is asyptotially stable and a given performance index is not more than a specified upper bound for all admissible uncertainties,furthermore,to ensure that the system output probability density function is made as close as possible to the given probability density function. A comparative study of an example problem has show that the proposed method can guarantee the good performance index,tracking and robustness.