Robust Performance Rule Design for Stochastic Nonlinear Systemswith Model Uncertainty
模型不确定非线性随机系统的鲁棒性能准则设计

This paper deals with the theory of Robust performance rule from the view of dissipation for a large class of stochastic nonlinear systems with model uncertainty. In particular, the notion of dissipation associated with deterministic nonlinear systems is introduced for the uncertain stochastic nonlinear systems, and is used to study $H_\infty$ control. On the basis of exact stochastic nonlinear systems, the connection between the $L_2$-gain of the uncertain stochastic nonlinear systems and the solution to a certain HJI inequality is established. In general, it is difficult to solve the HJI partial differential equation, by using the Robust performance rule problem of the model satisfying some proper matching condition, the $H_\infty$ control law of the system is obtained without solving the HJI equation.