An approach to H control of a class of nonlinear stochastic systems

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)127-141
Journal / PublicationCircuits, Systems, and Signal Processing
Volume31
Issue number1
Online published15 Mar 2011
Publication statusPublished - Feb 2012

Abstract

This paper studies the problems of the stochastic stabilization and H control of a class of nonlinear stochastic systems that can be represented by a stochastic heterogeneous model. Based on this model, the problem of stabilization with state feedback controller is first considered, and a new H controller design method is then developed. Synthesis of both stabilization and H controller is based on the solutions of linear matrix inequalities (LMIs). Finally, an example is given to illustrate the effectiveness of the approach proposed in this paper.  

Research Area(s)

  • Nonlinear stochastic systems, Stochastic H ∞ control, Stochastic stabilization