Observer-based robust H∞ control of uncertain Itô stochastic systems

Observer-based robust H_infin control for a class of Ito-type stochastic systems with parametric uncertainties is investigated in this paper. Observer-based controllers which guarantee the closed-loop augmented system robustly stochastically asymptotically stable in the mean square with prescribed H_infin disturbance attenuation levels gamma for all admissible parametric uncertainties, are established based on Lyapunov approach. Sufficient conditions for the existences of desired controllers are presented in terms of strict linear matrix inequalities (LMIs). A numerical example is provided to demonstrate the effectiveness of the proposed method.