Groupe d’études et de recherche en analyse des décisions


Constant Gain Stabilization for Stochastic Systems with Multiplicative Noise

This paper deals with the stabilization problem of the class of uncertain stochastic hybrid systems with multiplicative noise. The uncertainties are norm bounded type. Under the complete access to the system mode a constant gain static output feedback controller that stochastically stabilizes this class of systems is designed. The gain of this controller is the solution of some linear matrix inequalities (LMIs). A numerical example is provided to show the usefulness of the developed results.

, 13 pages