The paper considers a set of linear discrete-time systems with uncertain parameters. A method of synthesis of robust control which simultaneously stabilizes all the systems from this set is proposed. This method consists of two steps. First, a set of stochastic comparison systems with multiplicative noises is constructed such that if the stochastic system from this set is mean square stable then the corresponding system with uncertain parameters from the original set is robustly stable. Second, the simultaneous stabilization problem for the comparison system is solved. To find a gain matrix of the simultaneously stabilizing controller in the case of state feedback an LMI based algorithm is given and in the case of static output feedback a new method and convergent iteration algorithm are obtained.
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