This study investigates the prediction-based (dynamic) stabilization of linear systems with input delay in the presence of external disturbances and multiplicative noise modelled as Itô type stochastic differential equations. Conventional memory-less (static) controllers are widely used for the stabilization of both deterministic and stochastic delayed systems. However, using these methods the upper bound for delay is strongly restricted. Motivated by acceptable performances of dynamic controllers for deterministic delayed systems, the extension of these methods for stochastic delayed systems is considered in this paper. The structure of the dynamic controller for stabilization of stochastic delayed systems is firstly derived utilizing the prediction vector. Then two sufficient conditions are given in the form of linear matrix inequalities that in the case of feasibility provide the stabilizing gain of the controller. Finally, simulation results are given to illustrate the effectiveness of the proposed method.
On the stochastic stability of linear systems containing colored multiplicative noise