Losslessness of Nonlinear Stochastic Discrete-Time Systems

Abstract EN

This paper will study stochastic losslessness theory for nonlinear stochastic discrete-time systems, which are expressed by the Itô-type difference equations.

A necessary and sufficient condition is developed for a nonlinear stochastic discrete-time system to be lossless.

By the stochastic lossless theory, we show that a nonlinear stochastic discrete-time system can be lossless via state feedback if and only if it has relative degree 0,…,0 and lossless zero dynamics.

The effectiveness of the proposed results is illustrated by a numerical example.