An Approach to H ∞ Control of a Class of Nonlinear Stochastic Systems

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.