Controller Design for a Class of Nonlinear Stochastic Systems with Time-delays

Authors:	Wang Zidong, Brunel University, United Kingdom Liu Yurong, Yangzhou University, China
Topic:	1.4 Stochastic Systems
Session:	Control, Estimation and Analysis of Stochastic Systems
Keywords:	Nonlinear systems; Stochastic systems; Time-delay; Lyapunov stability; Algebraic matrix inequalities

Abstract

In this paper, the stabilization problem is considered for a class of nonlinear continuous stochastic systems with state delays. The purpose of this problem is to design a state feedback controller such that the closed-loop system is exponentially stable (or exponentially ultimately bounded) in the mean square, for all admissible nonlinearities and time-delays. We first investigate the sufficient conditions for the nonlinear stochastic time-delay systems to be stable, and then derive the explicit expression of the desired controller gains. A numerical simulation example is provided to show the usefulness of the proposed design method.