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.
This paper addresses the state-feedback H2/H-infinity controller design that satisfies D-stability con- straints for stochastic systems. Firstly, the concept of regional stability for stochastic systems is defined in linear matrix inequality(LMI) regions; Secondly, the characterization about stochastic D-stability is presented. This paper introduces a new technique to solve the regional stability problem for stochastic systems, which is different from the pole placement technique ever used in deterministic systems. Based on this, in the state-feedback case, mixed H2/H-infinity synthesis with D-stability constraints is discussed via LMI optimization.
