SYNTHESIS OF ROBUST DISCRETE-TIME SYSTEMS BASED ON COMPARISON WITH STOCHASTIC MODEL1

The paper considers a class of linear discrete-time systems with uncertain parameters. New approach to synthesis of robust stabilizing control is proposed. This approach consists of two steps. First the stochastic comparison system with multiplicative noises is constructed such that if this stochastic system is stable in the mean square then the original system with uncertain parameters is robustly stable. Second the stabilizing control problem for the comparison system is solved. To find the gain matrix of the stabilizing controller in the case of state feedback the LMI based algorithm is given and in the case of static output feedback new method and convergent iteration algorithm are obtained.