Passivity of boundary controlled and observed stochastic port-Hamiltonian systems subject to multiplicative and input noise

• Published in: European journal of control Vol. 62; pp. 41 - 46
• Main Author: Lamoline, Francois
• Format: Journal Article
• Language: English
• Published: Philadelphia Elsevier Ltd 01.11.2021; Elsevier Limited
• Subjects: Boundary conditions; Boundary control; Boundary observation; Damping; Hamiltonian functions; Hilbert space; Infinite-dimensional systems; Integrals; Noise; Partial differential equations; Passivity; Port-Hamiltonian systems; Random variables; Stochastic partial differential equations; Stochastic systems; Boundary control; Stochastic partial differential equations; Infinite-dimensional systems; Boundary observation; Passivity; Port-Hamiltonian systems

We study infinite-dimensional stochastic port-Hamiltonian systems (SPHSs) having multiplicative and boundary input noise. Using Itô and Stratonovich integrals on Hilbert spaces, a formal mathematical description of this specific class of stochastic systems is presented, and some properties, includin...