Robust stability and stabilization of a class of non-linear stochastic systems with state and controller dependent noise

Abstract

This paper presents a new approach to robust quadratic stabilization of nonlinear stochastic systems. The linear rate vector of a stochastic system is perturbed by a nonlinear function that satisfies a quadratic constraint. Our objective is to show how linear constant feedback laws can be formulated to stabilize this type of stochastic systems and, at the same time maximize the bounds on this nonlinear perturbing function which the system can tolerate without becoming unstable. The control input is simultaneously applied to both the rate vector and the diffusion term. The new formulation provides a suitable setting for robust stabilization of nonlinear stochastic systems where the underlying deterministic systems satisfy the generalized matching conditions. Examples are given to demonstrate the results.