Robust H∞ control for Stochastic time-delay systems with missing measurements

This paper addresses the problem of robust H-infinity control for stochastic uncertain discrete time-delay systems with missing measurements. The missing measurements are described by a binary switching sequence satisfying a conditional probability distribution. A sufficient condition for the existence of a feasible solution to the problem is derived, which guarantee the closed-loop system to be exponentially mean-square quadratically stable and the controlled output to satisfy H-infinity robustness performance constraint for all possible missing observations and all admissible parameter uncertainties. The procedure is developed for the design of the desired controller in terms of the solutions to feasible linear matrix inequality (LMI). A numerical example is provided to illustrate the usefulness of the proposed method.