两类非线性随机微分系统的鲁棒控制

Robust control for two classes of nonlinear stochastic differential systems

研究了两类非线性随机微分系统均方意义下鲁棒均方指数稳定性问题。系统中含有不确定性非线性多时滞扰动,利用Lyapunov-Krasovskii方法、范数的性质及Riccati方程等工具提出了相应的非线性状态反馈控制器,它们可保证所讨论的系统是均方指数稳定性的。

The problems of mean square exponential stability for two classes of nonlinear stochastic differential systems are investigated. The systems under study involve unknown nonlinear multiple time- delay disturbances. Applying Lyapunov-Krasovskii approach, the property of norm and Riccati equation,corresponding nonlinear state feedback controllers are presented. They can render the closed-loop systems the mean square exponentially stable.