Abstract

We consider linear discrete-time stochastic-parameter control systems and show the equivalence between the mean-square stabilizability conditions for two different controllers. Besides their system theoretic importance, the results allow the use of finite-stage solutions of a Riccati-like equation, instead of a steady-state solution, in stabilizing stochastic-parameter systems. These findings are also specialized to the stabilizing control of deterministic discrete-time systems.

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