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Losslessness of Nonlinear Stochastic Discrete-Time Systems

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  • Xikui Liu
  • Yan Li
  • Ning Gao

Abstract

This paper will study stochastic losslessness theory for nonlinear stochastic discrete-time systems, which are expressed by the Itô-type difference equations. A necessary and sufficient condition is developed for a nonlinear stochastic discrete-time system to be lossless. By the stochastic lossless theory, we show that a nonlinear stochastic discrete-time system can be lossless via state feedback if and only if it has relative degree and lossless zero dynamics. The effectiveness of the proposed results is illustrated by a numerical example.

Suggested Citation

  • Xikui Liu & Yan Li & Ning Gao, 2015. "Losslessness of Nonlinear Stochastic Discrete-Time Systems," Discrete Dynamics in Nature and Society, Hindawi, vol. 2015, pages 1-8, October.
    • Handle: RePEc:hin:jnddns:594010
    DOI: 10.1155/2015/594010
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