An Approach to H a Control of a Class of Nonlinear Stochastic Systems

This paper studies the problems of the stochastic stabilization and H (a) control of a class of nonlinear stochastic systems that can be represented by a stochastic heterogeneous model. Based on this model, the problem of stabilization with state feedback controller is first considered, and a new H (a) controller design method is then developed. Synthesis of both stabilization and H (a) controller is based on the solutions of linear matrix inequalities (LMIs). Finally, an example is given to illustrate the effectiveness of the approach proposed in this paper.