Stochastic H2/H∞ control of nonlinear systems with time-delay and state-dependent noise

Ming Gao, Li Sheng and Weihai Zhang

Applied Mathematics and Computation, 2015, vol. 266, issue C, 429-440

Abstract: This paper investigates the problem of H2/H∞ control for nonlinear stochastic systems with time-delay and state-dependent noise. Firstly, a sufficient condition for the existence of the nonlinear stochastic H2/H∞ control with time-delay is presented in terms of coupled Hamilton–Jacobi equations (HJEs). Secondly, by using the fuzzy approach, the stochastic H2/H∞ controller can be designed via solving a set of linear matrix inequalities instead of coupled HJEs. Finally, two numerical examples are employed to show the effectiveness of the results obtained.

Keywords: Nonlinear stochastic systems; H2/H∞ control; Time-delay; T–S fuzzy model (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:266:y:2015:i:c:p:429-440

DOI: 10.1016/j.amc.2015.05.090

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