Robust H∞ output feedback control for uncertain stochastic singular systems

The paper deals with the problem of H
∞
output feedback control for the stochastic singular systems with time-varying norm-bounded parameter uncertainties and random state which are subject to stochastic disturbances. The problem addressed is to design a output feedback controller such that the resulting closed-loop system is regular, impulse free and mean-square stable for all admissible uncertainties and a prescribed H
∞
performance is achieved. Finally, an illustrative example is given to demonstrate the effectiveness of the presented method.