THE GUARANTEED COST CONTROL FOR SEVERAL DELAYS NEUTRAL STOCHASTIC SYSTEMS WITH UNCERTAIN NONLINEAR PERTURBATIONS

This paper deals with the problem of guaranteed cost control for the uncertain nonlinear neutral stochastic systems with state and input delays. First, the parametric uncertainties are assumed to be time-varying and norm bounded. Then, a state feedback controller is developed such that the closed-loop system is asymptotically stable and the cost function value is below a specified upper bound for all admissible perturbations and unknown time delays. Afterwards, by combining Lyapunov method and the properties of linear matrix inequality, the sufficient condition for the existence of the presented controller is derived. Finally, a numerical simulation demonstrates the feasibility and effectiveness of the proposed method.