Abstract
This paper proposes an approach which deals with the variance constraints for the perturbed stochastic systems. The purpose of this approach is to develop a novel methodology, which is based on the theory of covariance control, to solve the constrained variance design problem for the linear perturbed stochastic systems. Particular attention is paid to the case in which there are only uncertain perturbations in the state dynamic matrix. Moreover, an example is given to illustrate the power of the technique.
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