Quadratic stabilization for uncertain stochastic systems

Abstract

This paper discusses the robust quadratic stabilization control problem for stochastic uncertain systems, where the uncertain matrix is norm bounded, and the external disturbance is a stochastic process. Two kinds of controllers are designed, which include state feedback case and output feedback case. The conditions for the robust quadratic stabilization of stochastic uncertain systems are given via linear matrix inequalities. The detailed design methods are presented. Numerical examples show the effectiveness of our results.