H-infinity Control for nonlinear stochastic systems based on T-S fuzzy model

The H-infinity control problem for a class of nonlinear stochastic systems with both state- and disturbance-dependent noise is investigated. Firstly, the nonlinear stochastic systems are modelled based on the T-S fuzzy model. A sufficient condition is derived to guarantee the stability and H-infinity performance of the overall fuzzy system. Secondly, the H-infinity fuzzy controller is designed by using the parallel distributed compensation (PDC) method. The controller is obtained via solving a set of linear matrix inequalities (LMIs) instead of second-order Hamilton-Jacobi inequalities. Finally, a numerical example is presented to show the effectiveness of the proposed method.