  This paper considers a disturbance attenuation problem for a linear discrete
time invariant system under random disturbances with imprecisely known
probability distributions. The statistical uncertainty is measured in terms of
relative entropy using the mean anisotropy functional. The disturbance
attenuation capabilities of the system are quantified by the anisotropic norm
which is a stochastic counterpart of the H-infinity norm. The designed
anisotropic suboptimal controller generally is a dynamic fixed-order
output-feedback compensator which is required to stabilize the closed-loop
system and keep its anisotropic norm below a prescribed threshold value.
