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Exponential dynamic output feedback controller design for stochastic neutral systems with distributed delays

This paper investigates the problem of stochastic stabilization for stochastic neutral systems with distributed delays. The time delay is assumed to appear in both the state and measurement equations. Attention is focused on the design of linear dynamic output feedback controllers such that the resulting closed-loop system is exponentially mean-square stable. A sufficient condition for the solvability of the problem is obtained in terms of a linear matrix inequality (LMI). When this LMI is feasible, an explicit expression of a desired dynamic output feedback controller is also given. The theory developed in this paper is demonstrated via a numerical example