Authors

Satoshi Satoh, Kenji Fujimoto

Abstract

This paper introduces stochastic port-Hamiltonian systems and clarifies some of their properties. Stochastic port-Hamiltonian systems are extension of port-Hamiltonian systems which are used to express various deterministic passive systems. Some properties such as passivity of port-Hamiltonian systems do not generally hold for the stochastic port-Hamiltonian systems. Firstly, we show a necessary and sufficient condition to preserve the stochastic Hamiltonian structure of the original system under time-invariant coordinate transformations. Secondly, we derive a condition to maintain stochastic passivity of the system. Finally, we introduce stochastic generalized canonical transformations and propose a stabilization method based on stochastic passivity.

Citation

  • Journal: IEEE Transactions on Automatic Control
  • Year: 2013
  • Volume: 58
  • Issue: 5
  • Pages: 1139–1153
  • Publisher: Institute of Electrical and Electronics Engineers (IEEE)
  • DOI: 10.1109/tac.2012.2229791

BibTeX

@article{Satoh_2013,
  title={{Passivity Based Control of Stochastic Port-Hamiltonian Systems}},
  volume={58},
  ISSN={1558-2523},
  DOI={10.1109/tac.2012.2229791},
  number={5},
  journal={IEEE Transactions on Automatic Control},
  publisher={Institute of Electrical and Electronics Engineers (IEEE)},
  author={Satoh, Satoshi and Fujimoto, Kenji},
  year={2013},
  pages={1139--1153}
}

Download the bib file

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