Authors

Satoshi Satoh, Kenji Fujimoto

Abstract

This paper introduces Stochastic Port-Hamiltonian Systems (SPHS’s), whose dynamics are described by Itô stochastic differential equations. SPHS’s are extension of the deterministic port-Hamiltonian systems which are used to express various passive systems. First, we show a necessary and sufficient condition to preserve the stochastic port-Hamiltonian structure of the system under a class of coordinate transformations. Second, we derive a condition for the system to be stochastic passive. Third, we equip Stochastic Generalized Canonical Transformations (SGCT’s), which are pairs of coordinate and feedback transformations preserving the stochastic port-Hamiltonian structure. Finally, we propose a stochastic stabilization framework based on stochastic passivity and SGCT’s.

Citation

  • Journal: 2008 47th IEEE Conference on Decision and Control
  • Year: 2008
  • Volume:
  • Issue:
  • Pages: 4951–4956
  • Publisher: IEEE
  • DOI: 10.1109/cdc.2008.4738733

BibTeX

@inproceedings{Satoh_2008,
  title={{On passivity based control of stochastic port-Hamiltonian systems}},
  DOI={10.1109/cdc.2008.4738733},
  booktitle={{2008 47th IEEE Conference on Decision and Control}},
  publisher={IEEE},
  author={Satoh, Satoshi and Fujimoto, Kenji},
  year={2008},
  pages={4951--4956}
}

Download the bib file

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