Robust H∞ control of uncertain stochastic nonlinear systems driven by noise of unknown covariance

The paper develops the robust H_infin control to deal with the uncertain stochastic nonlinear systems driven by noise of unknown covariance. By introducing the notion of stochastic dissipation, we point out that the stochastic dissipative system has the L₂ gain property. From this point, we solve the robust H_infin control problem for the uncertain stochastic nonlinear systems with noise of unknown covariance via state feedback. Furthermore, we provide the sufficient conditions under which the dynamic output controller is obtained to handle the robust H_infin problem for such stochastic nonlinear systems on the basis of the solvability of the H_infin control problem by state feedback.