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Properties of storage functions and applications to nonlinear stochastic H ∞ control

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Abstract

This paper discusses the properties of the storage functions for a class of nonlinear stochastic systems. Some necessary and sufficient conditions for a function to be a storage function are derived. As applications, the finite and infinite horizon nonlinear stochastic H ∞ controls for systems with state, control, and external disturbance dependent noise are investigated, which generalize the previous results.

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Authors and Affiliations

  1. School of Mathematics, Shandong University, Jinan, 250100, China

    Qixia Zhang

  2. College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao, 266510, China

    Weihai Zhang

Authors
  1. Qixia Zhang
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  2. Weihai Zhang
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Corresponding author

Correspondence to Qixia Zhang.

Additional information

This research is supported by the National Natural Science Foundation of China under Grant Nos. 10921101 and 60874032, the National Basic Research Program of China (973 Program) under Grant No. 2007CB814904, the Key Project of Natural Science Foundation of Shandong Province under Grant No. ZR2009GZ001, and the Specialized Research Fund for the Doctoral Program of Higher Education under Grant No. 20103718110006.

This paper was recommended for publication by Editor Jifeng ZHANG.

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Zhang, Q., Zhang, W. Properties of storage functions and applications to nonlinear stochastic H ∞ control. J Syst Sci Complex 24, 850–861 (2011). https://doi.org/10.1007/s11424-011-9117-x

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  • DOI: https://doi.org/10.1007/s11424-011-9117-x

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