Grammian assignment for stochastic-parameter systems and their stabilization under randomly varying delays

The motivation for the work reported in this paper accrues from the necessity of finding stabilizing control laws for systems with randomly varying distributed delays. It reports the development of assignability conditions for mean square controllability and observability Grammians in discrete-time stochastic parameter systems, and shows how to parametrize the static output feedback gains to achieve a certain Grammian assignment. All assignable Grammians are expressed either as the simultaneous solutions of a Riccati-like matrix inequality and a linear equation or as a nonlinear matrix equation with a free parameter.<>