Stochastic stabilization based on kinetic-potential energy shaping for stochastic mechanical port-Hamiltonian systems

Abstract

This paper extends a kinetic-potential energy shaping method to stochastic mechanical port-Hamiltonian systems. The kinetic-potential energy shaping brings a new class of Lyapunov function candidates involving a cross term of the position and the momentum without solving partial differential equations for deterministic port-Hamiltonian systems. However, the conventional kinetic-potential energy shaping does not necessarily work for stochastic port-Hamiltonian systems due to energy increase by stochastic noise. Therefore, we first provide a modification properly compensated by using stochastic generalized canonical transformations. Then, two stochastic stability results are presented. The first result shows a necessary condition for stochastic asymptotic stability for an equilibrium state. The other one shows a necessary condition for stochastic bounded stability for a target state, which is not necessarily an equilibrium point.