标题：Infinite horizon H∞control for nonlinear stochastic Markov jump systems with (x, u, v) -dependent noise via fuzzy approach
作者：Sheng, Li ;Gao, Ming ;Zhang, Weihai ;Chen, Bor-Sen
作者机构：[Sheng, Li ;Gao, Ming ] College of Information and Control Engineering, China University of Petroleum (East China), Qingdao; 266580, China;[Chen, Bor- 更多
来源：Fuzzy Sets and Systems
摘要：In this paper, the H∞control problem is studied for nonlinear stochastic Markov jump systems with state, control and external disturbance-dependent noise ((x,u,v)-dependent noise for short). A sufficient condition is derived for the infinite horizon H∞control of such systems in terms of a set of coupled second-order Hamilton-Jacobi inequalities (HJIs). In general, it is difficult to solve these coupled HJIs. By using fuzzy approach, the infinite horizon H∞control design for nonlinear stochastic Markov jump systems is developed via solving a set of linear matrix inequalities (LMIs) instead of HJIs. Two numerical examples are presented to illustrate the effectiveness of the proposed design methods.
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