DocumentCode :
2622813
Title :
H for nonlinear stochastic systems
Author :
Berman, Nadav ; Shaked, Uri
Author_Institution :
Dept. of Mech. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel
Volume :
5
fYear :
2003
fDate :
9-12 Dec. 2003
Firstpage :
5025
Abstract :
In this paper we develop a 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 am 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 L2-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 normbounded uncertainties. A solution is then derived in terms of linear matrix inequalities.
Keywords :
H control; continuous time systems; infinite horizon; linear matrix inequalities; nonlinear control systems; robust control; state feedback; stochastic systems; uncertain systems; H control theory; Hamilton-Jacobi inequality; bounded real lemma; deterministic systems; linear matrix inequalities; normbounded uncertainties; robust state feedback control; stochastic dissipative systems; time continuous stochastic nonlinear systems; time invariant infinite horizon; time varying nonlinear systems; Control system synthesis; Control systems; Electric variables measurement; Game theory; Measurement standards; Nonlinear control systems; Q measurement; Signal processing; Stochastic processes; Stochastic systems;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
ISSN :
0191-2216
Print_ISBN :
0-7803-7924-1
Type :
conf
DOI :
10.1109/CDC.2003.1272429
Filename :
1272429
Link To Document :
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