Constant feedback stabilization of discrete-time systems with random-coefficients†

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Abstract
A method is proposed to effectively stabilize discrete-time systems involving random coefficients. The stability results are both of sample solutions and second moments of system states. The method is handy in that any finite number of steps of a Riccati-like difference equation is sufficient to guarantee the construction of a stabilizing feedback gain. The results are given for cases both with and without the presence of an additive noise term. An easy-to-test stabilizability condition accompanies the method, enhancing its utility.

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