| State feedback control assumes that all state of the system can be observed. However, all state can’t be observed in fact. As a solution in such a case, output feedback control which feeds back the output of the system directly observed using the sensor is proposed. Until now, stochastic output feedback control assumes the existence of the system noise and the output observation noise and includes only the state power term in the cost function is proposed. However, there is little study in consideration of the control power term in the cost function. In this paper, we propose the solvability condition of stochastic output feedback control assumes the existence of the system noise and the output observation noise and includes the state power term and control power term in the cost function. |