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CONTROLLER DESIGN FOR A CLASS OF SISO NONLINEAR STOCHASTIC SYSTEMS WITHOUT SOLVING HJIS

The purpose of this paper is to provide an H∞ control to avoid solving any Hamilton-Jacobi Inequalities (HJIs) for a class of single-input single-output (SISO) nonlinear stochastic systems. By transforming the stochastic system into an interconnected system with different structure case, the state feedback H∞ control problem is studied by using the almost disturbance decoupling technique, or γ-dissipative theory. The H∞ controller is designed directly by solving a Lyapunov-like inequality or Stochastic Lur’e equations instead of HJIs.