Losslessness of nonlinear stochastic discrete-time systems (Q1723416)

Summary: 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 \(\left(0, \ldots, 0\right)\) and lossless zero dynamics. The effectiveness of the proposed results is illustrated by a numerical example.