Discrete fuzzy covariance control for specified decay rate

Abstract

This paper addresses the covariance control problem with decay rate for a class of nonlinear discrete stochastic systems using the Takagi- Sugeno ( T- S) fuzzy models. A methodology is developed to find the discrete fuzzy controllers for achieving individual state variance constraints of discrete T- S fuzzy stochastic models. The approach developed in this paper is based on the concept of parallel distributed compensation ( PDC) and covariance control. For each rule of the discrete T- S fuzzy model, it shows how to parameterize the static linear state feedback control gains to achieve a common covariance matrix and decay rate for each subsystem. Finally, a numerical example is provided to verify the effects of the proposed design method.