H ∞ Control for Nonlinear Infinite Markov Jump Systems

Abstract EN

In this paper, we discuss the infinite horizon H∞ control problem for a class of nonlinear stochastic systems with state, control, and disturbance dependent noise.

The jumping parameters are modelled as an infinite-state Markov chain.

Based on the solvability of a set of coupled Hamilton-Jacobi inequalities (HJIs), the exponential mean square H∞ controller for the considered nonlinear stochastic systems is obtained.

A numerical example is given to show the effectiveness of the proposed design method.