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IMA Journal of Mathematical Control and Information 2005 22(3):334-349; doi:10.1093/imamci/dni031
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© The Author 2005. Published by Oxford University Press on behalf of The Institute of Mathematics and its Applications. All rights reserved.

Robust H{infty} constant gain feedback stabilization of stochastic systems

E. K. Boukas *

Mechanical Engineering Department, École Polytechnique de Montréal, P.O. Box 6079, Station "Centre-ville", Montréal, Québec, Canada H3C 3A7

This paper deals with the class of continuous-time linear stochastic hybrid systems with multiplicative Wiener process and norm-bounded uncertainties. The robust H{infty} stochastic state feedback stabilization problem is treated. LMI-based conditions are developed to design a constant state feedback controller that robustly stochastically stabilizes the studied class of systems and at the same time rejects the disturbance rejection to a desired level. The minimum disturbance rejection is also determined. A numerical example is provided to show the effectiveness of the proposed results.

Keywords: Markovian jump system; stabilization; robust control; H{infty} stabilization; norm bounded uncertainty; LMI.

* Email: el-kebir.boukas{at}polymtl.ca



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