Abstract
AbstractDesign conditions for existence of state feedback control stabilizing discrete-time stochastic systems with multiplicative noise where closed-loop state variables satisfy equality constraints in the mean are presented in the paper. Using classical feedback control principle the LMI-based procedure is provided for computation of the gain matrix of state control laws, and influence of equality constraints is explained. The approach is successfully illustrated on example demonstrating validity of the proposed method using an equality constraint tying together all state variables of the system.
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