Stochastic \(H_\infty\) control for discrete-time singular systems with state and disturbance dependent noise (Q2398752)

Summary: This paper is concerned with the stochastic \(H_{\infty}\) state feedback control problem for a class of discrete-time singular systems with state and disturbance dependent noise. Two Stochastic Bounded Real Lemmas (SBRLs) are proposed via strict Linear matrix inequalities (LMIs). Based on the obtained SBRLs, a state feedback \(H_{\infty}\) controller is presented, which not only guarantees the resulting closed-loop system to be mean square admissible but also satisfies a prescribed \(H_{\infty}\) performance level. A numerical example is finally given to illustrate the effectiveness of the proposed theoretical results.