Sliding mode mean-square controller design for linear stochastic systems with unknown parameters

This paper presents the sliding mode mean-square controller for linear stochastic systems with unknown parameters. The controller equations are obtained using the separation principle, whose applicability to the considered problem is substantiated. Performance of the obtained controller is verified in the illustrative example against the sliding mode mean-square controller that is optimal for linear systems with known parameters. Simulation graphs demonstrating overall performance and computational accuracy of the designed optimal controller are included.