Output Feedback Guaranteed Cost Control of Uncertain Stochastic Systems Based on LMI

The guaranteed cost control with output feedback controllers is presented for a class of uncertain continous-time stochastic systems.Firstly,for uncertain stochastic systems with bounded norm,the general form of the upper bound of quadratic performance index for closed-loop systems with output feedback controller is derived.Secondly,linear matrix inequality(LMI) is used to discuss the quadratic stability and quadratic guaranteed cost stability of the closed-loop system,and with the help of LMI optimization approach,the optimal output feedback guaranteed cost controller is obtained to make the closed-loop system asymptotically stable.Finally,a simulation example is given to illustrate the feasibility and effectiveness of the presented method.