Output feedback control for stochastic sampled-data systems

Abstract

This paper investigates the problem of output feedback control for stochastic uncertainty sampled-data systems. The parameter uncertainties are characterized by a matrix bound which is natural in real applications. By applying the input delay approach, the stochastic sampled-data system is transformed into a stochastic continuous time-delay system. By linear matrix inequality (LMI) approach, sufficient conditions are obtained, which guarantee the robust mean-square asymptotical stability of the system. Moreover, an observer-based controller design procedure is then proposed. An example is given to show the effectiveness of the proposed techniques.