Multi-objective controller design for uncertain large-scale stochastic systems with time delays via linear matrix inequality optimizations

The present paper investigates the problem of robustly decentralized asymptotical stabilization with an H_∞ norm, state variance upper bound, and pole placement constraints design for a class of uncertain large-scale time-delay-independent stochastic systems. The time-delay parameters that are created by the interconnections between individual subsystems are considered to be constant and uncertainties are allowed to be unstructured but time varying and norm bounded. The sufficient conditions of the desired state feedback multiobjective performance controller are found based on the Lyapunov-Krasovskii stability theory and allowing the decentralized scheme to be derived in terms of linear matrix inequalities. The effectiveness of the proposed approach is illustrated by a numerical example.