This paper presents new results on the robust global stabilization and the gain assignment problems for stochastic nonlinear systems. Three stochastic nonlinear control design schemes are developed. Furthermore, a new stochastic gain assignment method is developed for a class of uncertain interconnected stochastic nonlinear systems. This method can be combined with the nonlinear small-gain theorem to design partial-state feedback controllers for stochastic nonlinear systems. Two numerical examples are given to illustrate the effectiveness of the proposed methodology.
- Stochastic nonlinear systems
- gain assignment
- stochastic input-to-output stability
ASJC Scopus subject areas
- Control and Systems Engineering
- Aerospace Engineering
- Control and Optimization