Groupe d’études et de recherche en analyse des décisions

G-2004-63

\(H_\infty\) Observer-Based Output Feedback Stabilization of Stochastic Hybrid Systems

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.

, 16 pages