Output Feedback Control and Stabilization for Multiplicative Noise Systems With Intermittent Observations

This paper mainly focuses on the optimal output feedback control and stabilization problems for discrete-time multiplicative noise system with intermittent observations. The main contributions of this paper can be concluded as follows. First, different from the previous literatures, this paper overcomes the barrier of the celebrated separation principle for stochastic control problems of multiplicative noise systems. Based on the measurement process, the optimal estimation is presented, and by using dynamic programming principle, the optimal output feedback controller is designed with feedback gain based on the given coupled Riccati equations. Second, the necessary and sufficient stabilization conditions for multiplicative noise system with intermittent observation in the mean square sense are developed for the first time. Finally, the novel results developed in this paper can be applied to solve the output feedback control and stabilization problems for general networked control system of user datagram protocol network case. The range of packet losses rate and the allowable maximum packet losses rate are presented explicitly.