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对结构参数不确定的随机线性时不变系统的无限时间鲁棒状态反馈控制问题进行了研究．给出了鲁棒控制器的存在条件及其状态空间表达形式，而且也给出了系统输出的渐近协方差所规定的性能界．仿真结果表明，本文所提供的方法大大改善了系统的输出性能，且具有很强的鲁棒性．
The problem of infinite time robust state feedback control for stochastic linear time invariant systems with uncertain structural parameters is studied. The existence conditions of the robust controller and its state space representation are given, and the performance bounds given by the asymptotic covariance of the system output are also given. Simulation results show that the method provided in this paper has greatly improved the system output performance, and has strong robustness.