-like control for nonlinear stochastic systems

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

“…[23] gave similar results about the problem. However, up to now, to the author's best knowledge, few results about the stochastic output feedback H ∞ control for Itô nonlinear stochastic systems have been reported, and this motivates our study on this topic.…”

“…Meanwhile, [22] and [23] developed state feedback H ∞ controllers for stochastic nonlinear systems. In [22], the stochastic dissipative theory was derived, which can be viewed as an extension of [6].…”

Almost sure stability and stabilization of discrete-time stochastic systems

“…Over the past decades, stochastic systems described with stochastic differential/difference equations have been intensively studied since stochastic modeling has come to play an important role in science and engineering (see [1][2][3][4][5][6][7][8][9][10] and the references therein). In the literature, there are several different concepts of stability for stochastic systems such as stability in probability, pth moment stability and almost sure stability [1,7], while a major part of the works has been dedicated explicitly or implicitly to meansquare stability (see, e.g., [1,11,[4][5][6][7]12,13] and the references therein).…”

“…In the literature, there are several different concepts of stability for stochastic systems such as stability in probability, pth moment stability and almost sure stability [1,7], while a major part of the works has been dedicated explicitly or implicitly to meansquare stability (see, e.g., [1,11,[4][5][6][7]12,13] and the references therein). As far as mean-square stability is concerned, noise always plays a destabilizing role and hence is treated as disturbance since there is no way an unstable system can be stabilized by noise in the mean-square sense [8].…”

An Approach to H ∞ Control of a Class of Nonlinear Stochastic Systems

“…In recent years there has been a growing interest in study of H ∞ control and estimation theory for stochastic systems [1][2][3]10]. A lot of effort has been devoted to this research area and many significant results have been obtained.…”