Article ID Journal Published Year Pages File Type
4626536 Applied Mathematics and Computation 2015 12 Pages PDF
Abstract

This paper investigates the problem of H2/H∞ control for nonlinear stochastic systems with time-delay and state-dependent noise. Firstly, a sufficient condition for the existence of the nonlinear stochastic H2/H∞ control with time-delay is presented in terms of coupled Hamilton–Jacobi equations (HJEs). Secondly, by using the fuzzy approach, the stochastic H2/H∞ controller can be designed via solving a set of linear matrix inequalities instead of coupled HJEs. Finally, two numerical examples are employed to show the effectiveness of the results obtained.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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