关键词: 非线性随机系统, 时滞, H2/H∞控制, T–S模糊模型

Abstract: This paper investigates the problem of H2/H∞ control for nonlinear time-delay stochastic systems with state, control, and disturbance–dependent noise. Firstly, a sufficient condition for the existence of the nonlinear stochastic H2/H∞ control with time-delay is presented in terms of coupled Hamilton–Jacobi equations (HJEs). Secondly, by using the T-S fuzzy model, the stochastic H2/H∞ controller can be designed via solving a set of linear matrix inequalities (LMIs) instead of coupled HJEs. Finally, a numerical example is employed to show the effectiveness of the results obtained.

Key words: Nonlinear stochastic systems, time-delay, H2/H∞ control, T-S fuzzy model