H_∞ Control for Nonlinear Infinite Markov Jump Systems

摘要

In this paper, we discuss the infinite horizon H-infinity 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-infinity controller for the considered nonlinear stochastic systems is obtained. A numerical example is given to show the effectiveness of the proposed design method.