Nonlinear stochastic H2/H∞ observer-based output feedback control under state-dependent noise

[[abstract]]This paper discusses the nonlinear stochastic H2/Hinfin output feedback control design with state-dependent noise. Our results extend the linear stochastic H2 /Hinfin control to the nonlinear output feedback case. First, based on stochastic Nash game theory, an observer-based nonlinear stochastic H2/Hinfin control is developed when the state variable is not completely available. Then, the nonlinear stochastic H2/Hinfin observer-based output feedback control problem is transformed into two constrained optimization problems subject to their respective Hamilton-Jacobi inequality (HJI) from the suboptimal perspective, one for the design of H2/Hinfin controller and the other for the design of H2/Hinfin observer. Finally, the solvability of the mixed H2/Hinfin observer-based output feedback control for nonlinear stochastic systems is discussed and an example with computer simulations is given to confirm the performance of the proposed method.[[fileno]]2030106010182[[department]]電機工程學