This paper deals with the class of continuous-time linear stochastic systems with
Markovian jumping parameters and Wiener process.
\(H_\infty\) observer-based output stabilization
problem is proposed. LMIs based conditions are developed to design an
observer-based feedback controller that 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 validness of the proposed results.
Paru en août 2004 , 16 pages