Quadratic stabilization and output feedback H/sub /spl infin// control of stochastic uncertain systems

摘要

This paper discusses the robust quadratic stabilization and output feedback H/sub /spl infin// control for stochastic uncertain systems, where the uncertain matrix is norm bounded. First, a necessary and sufficient condition for the robust quadratic stabilization of stochastic uncertain systems is given via linear matrix inequalities; second, the output feedback H/sub /spl infin// control is also studied. Examples show the effectiveness of our results.