标题：Stochastic H2/H∞control of nonlinear systems with time-delay and state-dependent noise
作者：Gao, Ming ;Sheng, Li ;Zhang, Weihai
作者机构：[Gao, Ming ;Sheng, Li ] College of Information and Control Engineering, China University of Petroleum (East China), Qingdao; 266580, China;[Zhang, Wei 更多
来源：Applied Mathematics and Computation
摘要：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.
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