文摘
This paper considers quadratic stabilizability and H∞ feedback control for stochastic discrete-time uncertain systems with state- and control-dependent noise. Specifically, the uncertain parameters considered are norm-bounded and external disturbance is an l2-square summable stochastic process. Firstly, both quadratic stability and quadratic stabilization criteria are presented in the form of linear matrix inequalities (LMIs). Then we design the robust H∞ state and output feedback H∞ controllers such that the system with admissible uncertainties is not only quadratically internally stable but also robust H∞ controllable. Sufficient conditions for the existence of the desired robust H∞ controllers are obtained via LMIs. Finally, some examples are supplied to illustrate the effectiveness of our results.