Output feedback H∞ control for a class of nonlinear stochastic systems

被引:0
作者
Yuan-Hua Ni
机构
[1] Chinese Academy of Sciences,Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science
来源
Acta Mathematicae Applicatae Sinica, English Series | 2010年 / 26卷
关键词
control; stochastic nonlinear systems; Hamilton-Jacobi-Isaacs equations; output feedback; 93C10; 93D09; 93E15;
D O I
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学科分类号
摘要
This paper deals with the output feedback H∞ control problem for a class of nonlinear stochastic systems. Based on the latest developed theory of stochastic dissipation, a notable result about the nonlinear H∞ output feedback control of deterministic system is generalized to the stochastic case. Finally, in the cases of state feedback and output feedback, two families of controllers are provided respectively.
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页码:251 / 266
页数:15
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