Stochastic H∞ almost disturbance decoupling for a class of stochastic nonlinear systems

The stochastic H_∞ almost disturbance decoupling design problem is formulated to solve for a class of stochastic nonlinear systems with zero dynamics. Firstly, we give an design for the minimum phase stochastic nonlinear systems. Before considering the non-minimum phase case, we give a result about stochastic version of changing supply function technique. Then, with this technical result we show that the non-minimum phase stochastic nonlinear systems can be transformed to the minimum phase case. Thus we can solve this problem in non-minimum phase case. An example is given to illustrate the proposed methods.