Title :
Passivity Based Control of Stochastic Port-Hamiltonian Systems
Author :
Satoh, S. ; Fujimoto, Kenji
Author_Institution :
Division of Mechanical Systems and Applied Mechanics, Faculty of Engineering, Hiroshima University, Higashi-Hiroshima, Japan
Abstract :
This paper introduces Stochastic Port-Hamiltonian Systems (SPHS´s), whose dynamics are described by Itô stochastic differential equations. SPHS´s are extension of the deterministic port-Hamiltonian systems which are used to express various passive systems. First, we show a necessary and sufficient condition to preserve the stochastic port-Hamiltonian structure of the system under a class of coordinate transformations. Second, we derive a condition for the system to be stochastic passive. Third, we equip Stochastic Generalized Canonical Transformations (SGCT´s), which are pairs of coordinate and feedback transformations preserving the stochastic port-Hamiltonian structure. Finally, we propose a stochastic stabilization framework based on stochastic passivity and SGCT´s.
Keywords :
Asymptotic stability; Equations; Lyapunov methods; Noise; Stochastic processes; Stochastic systems; Symmetric matrices; Nonlinear stochastic control; stochastic Hamiltonian systems; stochastic passivity; stochastic stability;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2012.2229791