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 ne cessity of finding stabilizing control laws for systems with randomly varying distributed delays. It reports the development of assignabilit y conditions for mean square controllability and observability Grammia ns in discrete-time stochastic-parameter systems and shows how to para metrize the static output feedback gains to achieve a certain Grammian assignment. All assignable Grammians are expressed either as the simu ltaneous solutions of a Riccati-like matrix inequality and a linear eq uation or as a non-linear matrix equation with a free parameter.