Losslessness of Nonlinear Stochastic Discrete-Time Systems
Keyword(s):
This paper will study stochastic losslessness theory for nonlinear stochastic discrete-time systems, which are expressed by the Itô-type difference equations. A necessary and sufficient condition is developed for a nonlinear stochastic discrete-time system to be lossless. By the stochastic lossless theory, we show that a nonlinear stochastic discrete-time system can be lossless via state feedback if and only if it has relative degree0,…,0and lossless zero dynamics. The effectiveness of the proposed results is illustrated by a numerical example.
2000 ◽
Vol 33
(13)
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pp. 171-174
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2004 ◽
Vol 14
(04)
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pp. 1405-1411
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2014 ◽
Vol 496-500
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pp. 1630-1633
Keyword(s):