Fuzzy covariance control for a class of continuous perturbed nonlinear stochastic systems

Abstract

This paper addresses the analysis and design of a fuzzy controller for a class of continuous perturbed nonlinear stochastic systems. The nonlinear systems are modeled by the Takagi‐Sugeno (T‐S) fuzzy models. The conventional LMI‐based fuzzy control method is inconvenient for directly assigning the common positive definite covariance matrix. Hence, this paper tries to develop a useful methodology to allow designers to assign a common positive definite covariance matrix for the closed‐loop system. Applying the theory of covariance control, a fuzzy controller is developed to achieve the stable conditions for the assigned common positive definite covariance matrix. Finally, a numerical example is given to demonstrate the usefulness of the proposed approach.