Robust Stabilization and Robust H_∞ Control of Uncertain Linear Stochastic Systems with Markovian Switching

摘要

This paper deals with the problems of robust stabilization and robust H_∞ control of uncertain linear stochastic systems with multiplicative Brownian noise and Markovian switching. The system coefficients have norm-bounded uncertainties with Markovian switching. In addition, the mode transition rate matrix is assumed to have an interval uncertainty. We give sufficient conditions for the solvability of these two problems in terms of linear matrix inequalities (LMIs).