Stability radii of discrete-time stochastic systems with respect to blockdiagonal perturbations

We consider stochastic discrete-time systems with multiplicative noise whic h are controlled by dynamic output feedback and subjected to blockdiagonal stochastic parameter perturbations. Stability radii for these systems are c haracterized via scaling techniques and it is shown that for real data, the real and the complex stability radii coincide. In a second part of the pap er we investigate the problem of maximizing the stability radii by dynamic output feedback. Necessary and sufficient conditions are derived for the ex istence of a stabilizing compensator which ensures that the stability radiu s is above a prespecified level. These conditions consist of parametrized m atrix inequalities and a coupling condition. (C) 2000 Elsevier Science Ltd. All rights reserved.