Stabilizability of minimum-phase systems with colored multiplicative uncertainty

This work addresses the mean-square stability and stabilizability problem for minimum-phase multi-input and multi-output (MIMO) plant with a novel colored multiplicative feedback uncertainty. The proposed uncertainty is generalization of the i.i.d. multiplicative noise and assumed to be a stochastic system with random finite impulse response (FIR), which has advantage on modeling a class of network phenomena such as random transmission delays. A concept of coefficient of frequency variation is developed to characterize the proposed uncertainty. Then, the mean-square stability for the system is derived, which is a generalization of the well-known mean-square small gain theorem. Based on this, the mean-square stabilizability condition is established, which reveals the inherent connection between the stabilizability and the plant's unstable poles and the coefficient of frequency variation of the uncertainty. The result is verified by a numerical example on the stabilizability of a networked system with random transmission delay as well as analog erasure channel.