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Control of chaos by a delayed continuous feedback is studied experimentally in a gas discharge plasma. The power spectrum, the maximum of Lyapunov exponents and the time series of the signals all indicate that the period-1 unstable periodic orbit is controlled successfully. The dependence of the control on the delay time and the feedback gain as well as the strength of white noise is also investigated in detail. The experimental results show that the scaling index of the control versus the strength of white noise is 1.995, which is very close to that obtained from the simple logistic map.