Robust Passivity and Feedback Design for Nonlinear Stochastic Systems with Structural Uncertainty

This paper discusses the robust passivity and global stabilization problems for a class of uncertain nonlinear stochastic systems with structural uncertainties. A robust version of stochastic Kalman-Yakubovitch-Popov (KYP) lemma is established, which sustains the robust passivity of the system. Moreover, a robust strongly minimum phase system is defined, based on which the uncertain nonlinear stochastic system can be feedback equivalent to a robust passive system. Following with the robust passivity theory, a global stabilizing control is designed, which guarantees that the closed-loop system is globally asymptotically stable in probability (GASP). A numerical example is presented to illustrate the effectiveness of our results.


Introduction
It is well known that passivity theory plays an important role in many engineering problems, which is a powerful technique in handling stability issue.Many problems on related topics have been investigated; see [1][2][3][4].In 1990s, much more attention has been focused on the development of synthesis technique that combines the passivity theory with geometric nonlinear control theory; see [5][6][7] and the references therein.The work in [5] developed a framework for studying the stabilizability of minimum phase deterministic nonlinear systems.Especially, [8] has proposed a robust enhancement of the result in [5], which discussed the passivity and global stabilization for a class of uncertain minimum phase nonlinear systems, which considers the nonlinear systems with structural uncertainties, that is, gain-bounded uncertainties.The work in [9] extended the corresponding approach to solve the robust almost disturbance decoupling problem for such a class uncertain nonlinear systems.
On the other hand, due to the great many applications of stochastic Itô systems in real world [10], the study on feedback controller design for such a class of systems has received a great deal of attention; see [11][12][13][14][15][16][17][18][19] and the references therein.Especially, many researchers have extended the existing passivity theory from deterministic systems to stochastic systems.The work in [11] obtained necessary and sufficient conditions for the existence of diffeomorphisms that transform stochastic nonlinear systems to various canonical forms.The work in [12] studied the problem of feedback equivalent to a passive system for a particular class of interconnected stochastic systems.The work in [13] developed a systematic method for global asymptotic stabilization in probability of nonlinear control stochastic differential systems based on the passivity theory.However, compared with the deterministic case, up to date, there still requires much work of investigating the passivity theory of uncertain nonlinear stochastic systems with structural uncertainties.
This paper considers a class of uncertain nonlinear stochastic systems which are expressed by the Itô-type stochastic differential equations with structural uncertainty.We shall investigate the problem of feedback equivalent to a robust passive system and global stabilization for uncertain nonlinear stochastic system via robust passivity theory.A robust stochastic KYP lemma is proposed, which can be regarded as a robust stochastic extended results in deterministic case [2,5].Based on the above, we investigate the relationship between a robust passive system and the corresponding zero-output dynamics, where a robust strongly minimum phase property is proposed.Then, sufficient conditions for global asymptotic stabilization in probability are provided.
The remainder of the paper is organized as follows: Section 2 develops the robust passivity theory for a class of uncertain nonlinear stochastic systems, which presents a robust stochastic version of KYP lemma.In Section 3, through adopting the appropriate diffeomorphism, we discuss the relationship between the robust passivity of the system and the stability of the zero-output system, that is, the robust minimum phase system.Then, the global stabilizing control of the system can be determined through discussing the robust strongly minimum phase property.Based on the robust stochastic passivity theory, sufficient conditions are given for global stabilization of such a class of uncertain nonlinear stochastic systems.In Section 4, an example is given to illustrate the usefulness of our results.Section 5 concludes this paper.
For convenience, we adopt the following notations: S  : the set of all real  ×  symmetric matrices; : the transpose of a matrix or vector ;  ≥ 0 ( > 0):  is a positive semidefinite (positive definite) matrix; C 2 (): the class of functions () twice continuously differentiable with respect to  ∈ ;   : the Lie derivative of a smooth function  along the vector field , that is,    := (/); : -dimensional Euclidean space; ‖‖: 2-norm of a vector  ∈   .

Robust Stochastic Passivity Theory
First of all, let (Ω, F, {F  } ≥0 , ) be a given filtered probability space where there lives a standard one-dimensional Brownian motion () on [0, +∞) with (0) = 0 and F  = {() | 0 ≤  ≤ }.The Brownian motion is assumed to be one dimensional only for simplicity, because there is no essential difference from the multidimensional case.Consider the following uncertain nonlinear stochastic control system governed by Itô's differential equation: where () ∈   is the state vector,  0 ∈   is the initial state, and () ∈  is the controlled output.() is an onedimensional Brownian motion.() ∈  is the control input, which is an adaptive process with respect to {F  } ≥0 ., , , and ℎ are assumed to be smooth functions of appropriate dimensions.Δ() :   →   represents structural uncertainty or uncertain perturbation characterized by where () :   → Here, (4) can be regarded as the robust version of the passive inequality for stochastic systems.For simplicity of our following discussion, we assume that the storage function of (4), if it exists, belongs to C 2 (  ).
In view of Definition 1 and [8], it is quite natural to introduce the following concept for uncertain nonlinear stochastic systems.Definition 2. System (1) is said to have the robust KYP property if there exists a nonnegative function  ∈ C 2 (  ) :   →  + , with (0) = 0, such that If the above inequality becomes a strict inequality that holds for a positive definite function (), then system (1) is said to be robust strictly passive.Now, we derive conditions under which an uncertain nonlinear stochastic system is robust passive, which can be viewed as a robust stochastic version of the nonlinear KYP lemma, which plays an important role in studying global robust stabilization for uncertain nonlinear stochastic systems.
Proof.Sufficiency.According to the Cauchy inequality and considering the fact of ‖()‖ ≤ ‖()‖, ∀() ∈ Γ, we have which reduces to The robust KYP property of system ( 1) is guaranteed through Definition 2.Then, by Itô's formula, we have where L is the infinitesimal generator of system (1).From the second equation in (6), it follows that Integrating the above inequality from  to  for any  ≥  ≥ 0, () ∈   , and for all admissible Δ(), which implies that system (1) is robust passive by Definition 1.
Necessity.Assume that system (1) is robust passive which sustains a storage function (); that is, (11) always holds for ∀() ∈ Γ.By (11) with any () ∈   , we have By Itô's formula, Let  ↓ , it follows that always holds for any control input , which implies that (5) holds; that is, the robust passive system (1) has the robust KYP property.Denote So, The rest is similar to the proof of Lemma 2 in [8], and we only note that through defining it can be found that  0 ∈ Γ, which also deduces that Hence, from ( 16) and ( 20 The proof of Theorem 3 is completed. Remark 4. Indeed, Theorem 3 has established the equivalent relations between (4), ( 5), and (6).Obviously, the condition ( 6) is more convenient than (4) or ( 5), which has taken the bounding function () instead of the unknown function ().
Remark 5. From the proof of Theorem 3, we can also discuss the robust strict passivity for system (1).There is no difference except that the inequality in (6) becomes a strict inequality which holds for a positive definite function ().Moreover, it is easy to deduce from Theorem 3 that a sufficient condition for the robust passivity of system (1) is that there exists a realvalued function () > 0, such that Indeed, if (23) is also a strict inequality, it is equivalent to the strict inequalities (5) or (6).The proof can follow the line of Theorem 3 and [8] and is omitted.
In what follows, we recall some facts in the theory of stochastic stability, where only global stability is considered.Obviously, local stability results may also be achieved in a similar way.

Feedback Equivalence and Global Stabilization
In this section, we discuss the feedback equivalence and global stabilization problems for the general nonlinear stochastic system (1) based on the above robust passivity theory.Similarly as the deterministic system case, we first present the following relative degree definition for uncertain nonlinear stochastic systems.
In what follows, we only consider the simple case of  = 1.For system (1), by Itô's formula, we know that From the above assumption, we have   ℎ() ̸ = 0.If we take  as where V can be regarded as a new control input instead of .
Theorem 10.If system (1) is robust strongly minimum phase, then the system is feedback equivalent to a robust passive system (39).Conversely, the robust passivity of system (39) with a positive storage function implies that system (1) is robust weakly minimum phase.
Proof.We construct the storage function () = () + (1/2)   for system (39), where () satisfies the inequality (44).Obviously, we have where For (45), taking and considering the robust strongly minimum phase property, we have Besides, it is obvious that Then, by Theorem 3, we know that system (39) is robust passive.
On the other hand, suppose that there is a feedback control law V * that renders the closed-loop system (39) robust passive with a storage function (), which is positive definite and satisfies Note that Then, (50) deduces that holds for all  ∈   .Obviously, Setting  = 0 in (52), it reduces to Then, by [20] and Definition 9(i), we know that the zerooutput system (41) is stable in probability, and that system (1) is robust weakly minimum phase.
then system (1) is feedback equivalent to a robust strictly passive system (39).Conversely, the robust strict passivity of system (39) with a positive definite and proper storage function implies system (1) to be robust minimum phase.
Proof.From Remark 5 and the proof of Theorem 10, the above conclusion is obvious.
As follows, we use the above results to study the problem of global stabilization for system (39).
Proof.The proof is similar to that of Theorem 12, and we only note that Remark 14. Obviously, if the conditions of Theorem 12 or Corollary 13 are satisfied, then system (39) is GASP under the control law  = −.Furthermore, system (1) is GASP under the corresponding control Remark 15.In this work, we only consider the relative degree  = 1 case.Further efforts should be concentrated on the robust passive control design for uncertain nonlinear stochastic system with any arbitrary relative degree case.In that case, we need to discuss the robust passivity through applying the backstepping technique for nonlinear stochastic systems.

Numerical Example
Consider the following nonlinear stochastic system: Mathematical Problems in Engineering The uncertainty () satisfies where and  is a given constant satisfying 0 <  ≤ 1.
Firstly, we construct the function () as then it is obvious that the following holds Also, it can be found that (ℎ  /) = 2, (  /) = 0 hold for the above system.Thus, all the assumptions are satisfied.According to the discussion in Section 3, we design the controller  as Then, we change system (62) into the following form (69) Taking  = which guarantees that the closed-loop system (68) is GASP.

Conclusion
In this paper, we have discussed the robust passivity, feedback equivalence, and global stabilization problems for a class of uncertain nonlinear stochastic systems, which contain the structural uncertainty.Through establishing the robust passivity theory, a robust stochastic version of KYP lemma has been presented for such a class of systems.Then, the feedback equivalence and global stabilization problems have been discussed through the robust strongly minimum phase property.However, more efforts should be concentrated on the robust passive control of uncertain nonlinear stochastic systems with any arbitrary relative degree.