H control for nonlinear stochastic systems: The output-feedback case

Nadav Berman, Uri Shaked

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review


in this paper we develop an H control theory, from the dissipation point of view, for a large class of time-continuous, stochastic, nonlinear, time-invariant systems with outputfeedback. in particular, we introduce a notion of stochastic dissipative systems, analogously to the familiar notion of dissipation associated with deterministic systems and we utilize it as a basis for the development of the theory. in particular, we utilize the stochastic version of what is called Bounded Real Lemma (BRL) to synthesize an output-feedback controller. It is shown that this controller makes the resulting closed-loop system dissipative. Stability, in probability and in the mean square sense, is discussed and sufficient conditions for achieving the stability and the H performance are introduced.

Original languageEnglish
Title of host publicationProceedings of the 16th IFAC World Congress, IFAC 2005
PublisherIFAC Secretariat
Number of pages6
ISBN (Print)008045108X, 9780080451084
StatePublished - 1 Jan 2005

Publication series

NameIFAC Proceedings Volumes (IFAC-PapersOnline)
ISSN (Print)1474-6670


  • Disturbance attenuation
  • Nonlinear systems
  • Stochastic systems

ASJC Scopus subject areas

  • Control and Systems Engineering


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