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
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;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272429