Predictor based output-feedback control of linear stochastic systems with large I/O delays

In this paper we extend the stability results ofcascaded closed-loop predictors for deterministic systems tostochastic linear systems with additive noise and arbitrarily largetime-varying input delay, under suitable hypothesis on the delayfunction. We propose an output-feedback controller design basedon a set of differential delay equations with size depending onthe delay bound and we show that it ensures exponential stabilityin mean and mean square stability of the controlled system. Theresult is extended to multiple delays on separate input signalsand to systems with arbitrarily large output delays.