The robust $$H_{\infty }$$ control of stochastic neutral state delay systems

Abstract

In this paper, the resilient stochastic neutral state delay system with the Markov chain problem is examined. It offers output feedback control based on discrete state space delay and uncertainty that appear under traditional delay-independent conditions and exist under neutral stochastic state delays. Lyapunov theory can be used to solve the formulation $$x_c(t)=x(t)-Cx(t-\tau )$$ x c ( t ) = x ( t ) - C x ( t - τ ) for the intended $$H_\infty$$ H ∞ control of a stochastic model. Its stochastically mean square stability is shown using linear matrix inequalities (LMIs). The efficiency of the suggested strategy is shown by simulation results.