H∞ output feedback control for stochastic systems with randomly occurring convex‐bounded uncertainties and channel fadings

In this paper, the H_∞ output feedback control problem for a class of stochastic discrete‐time systems with randomly occurring convex‐bounded uncertainties and channel fadings is investigated. A sequence of mutually independent random variables with known probabilistic distributions are utilized to describe the randomness that convex‐bounded uncertainties appear in practical systems. The measurements with channel fadings are given by a stochastic Rice fading model which is regulated by a set of random variables with certain probability density functions. The purpose of this paper is to design an output feedback controller such that the closed‐loop control system is asymptotically stable with a prescribed H_∞ performance level. The less conservative results are obtained by employing the stochastic Lyapunov technique. Numerical examples are presented to illustrate effectiveness of the proposed approach.