Output feedback stabilization of linear systems in the presence of parametric uncertainties

The author considers the problem of stabilization of linear systems in the presence of uncertain parameters which are described by Gaussian white noise processes. He presents a design procedure for a full order observer which makes the closed loop state-observer composite system exponentially stable in the mean-square as well as almost-sure sense. This method also permits the selection of the closed-loop expected eigenvalues of the composite state-observer system.<>