Robust output feedback stabilization of uncertain discrete time-delay stochastic systems with multiplicative noise

This paper considers the problem of robust output feedback controller design for uncertain discrete time-delay stochastic systems with multiplicative noise. The parameter uncertairity is assumed to be time-varying norm-bounded. Attention is focused on the design of a full-order dynamic output feedback controller such that the resulting closed-loop system is exponentially mean square stable for all admissible uncertainties and time delays. A linear matrix inequality (LMI) approach is developed to solve this problem. The desired output feedback controller can be constructed by solving a certain LMI. Finally, an example is provided to demonstrate the effectiveness of the proposed approach.