کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
756774 | 896221 | 2006 | 11 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: H∞H∞-like control for nonlinear stochastic systems H∞H∞-like control for nonlinear stochastic systems](/preview/png/756774.png)
In this paper we develop a H∞H∞-type theory, from the dissipation point of view, for a large class of time-continuous stochastic nonlinear systems. In particular, we introduce the notion of stochastic dissipative systems analogously to the familiar notion of dissipation associated with deterministic systems and utilize it as a basis for the development of our theory. Having discussed certain properties of stochastic dissipative systems, we consider time-varying nonlinear systems for which we establish a connection between what is called the L2L2-gain property and the solution to a certain Hamilton–Jacobi inequality (HJI), that may be viewed as a bounded real lemma for stochastic nonlinear systems. The time-invariant case with infinite horizon is also considered, where for this case we synthesize a worst case-based stabilizing controller. Stability in this case is taken to be in the mean-square sense. In the stationary case, the problem of robust state feedback control is considered in the case of norm-bounded uncertainties. A solution is then derived in terms of linear matrix inequalities.
Journal: Systems & Control Letters - Volume 55, Issue 3, March 2006, Pages 247–257