Stabilization of fuzzy stochastic systems with multiplicative noise subject to actuator saturation

This paper deals with the stabilization of fuzzy stochastic systems with multiplicative noise subject to actuator saturation. The Itô´s differential equation is used to present the nonlinear stochastic system. Moreover, the Takagi-Sugeno (T-S) fuzzy model is employed to approximate a nonlinear continuous system with multiplicative noise. The actually physical capacity of the actuator is limited and the actuator saturation may severely degrade the performance of the closed-loop systems, lead to a large overshoot, induce a limit cycle and even make the otherwise stable closed-loop system unstable. Thus, the fuzzy controller design problem subject to actuator saturation is discussed in this paper for the fuzzy stochastic systems with multiplicative noise.