Finite-time dynamic output feedback stabilization of delayed stochastic systems

Abstract

This paper is concerned with finite-time dynamic output feedback control for Itô type stochastic systems with delay. First, a sufficient stochastic finite-time stability condition for the closed-loop stochastic time-delay systems is presented. Then, a desired dynamic output feedback controller is developed to stochastically finite-time stabilize the system under consideration. A numerical example is finally proposed to illustrate the validity of the approach.