Predictor-Based Output-Feedback Control of Linear Stochastic Systems with Large I/O Delays

In this article, we extend the stability results of cascaded closed-loop predictors for deterministic systems to stochastic linear systems with additive noise and arbitrarily large time-varying input delay, under suitable hypothesis on the delay function. We propose an output-feedback controller design based on a set of differential delay equations with size depending on the delay bound and we show that it ensures exponential stability in mean and mean square stability of the controlled system. The result is extended to multiple delays on separate input signals and to systems with arbitrarily large output delays.