Dissipativity theory for discrete-time nonlinear stochastic dynamical systems

被引：12
|
作者：
Haddad, Wassim M. [1 ]
Lanchares, Manuel [1 ]
机构：
[1] Georgia Inst Technol, Sch Aerosp Engn, Atlanta, GA 30332 USA
来源：
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL | 2022年 / 32卷 / 11期
关键词：
discrete systems; extended Kalman-Yakubovich-Popov conditions; losslessness; Markov chains; nonexpansivity; passivity; stochastic dissipativity; stochastic stability of feedback systems; H-INFINITY CONTROL; STATE-FEEDBACK; STABILIZATION; PASSIVITY;
D O I：
10.1002/rnc.6139
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we develop stochastic dissipativity theory for discrete-time nonlinear dynamical systems expressed by Ito-type difference equations using basic state properties. Specifically, a stochastic version of dissipativity and losslessness using a state dissipation inequality in expectation for controlled Markov chains is presented. The results are then used to derive extended Kalman-Yakubovich-Popov conditions for characterizing stochastic dissipativity and losslessness in terms of the nonlinear system functions using continuous storage functions. Finally, feedback interconnection stability in probability results are developed generalizing the small gain and positivity theorems to discrete-time stochastic systems.
引用
收藏
页码：6293 / 6314
页数：22
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