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.
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Zhang, H., Feng, G. & Dang, C. An Approach to H ∞ Control of a Class of Nonlinear Stochastic Systems. Circuits Syst Signal Process 31, 127–141 (2012). https://doi.org/10.1007/s00034-011-9281-1
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DOI: https://doi.org/10.1007/s00034-011-9281-1