IEEE Transactions on Automatic Control, Vol.65, No.10, 4258-4264, 2020
Well-Posedness of Boundary Controlled and Observed Stochastic Port-Hamiltonian Systems
In this article, Stochastic port-Hamiltonian systems (SPHS) on infinite-dimensional spaces governed by Ito stochastic differential equations (SDEs) are introduced, and some properties of this new class of systems are studied. They are an extension of SPHSs defined on a finite-dimensional state space. The concept of well-posedness in the sense of Weiss and Salamon is generalized to the stochastic context. Under this extended definition, SPHSs are shown to be well posed. The theory is illustrated on an example of a vibrating string subject to a Hilbert space-valued Gaussian white noise process.
Keywords:Stochastic processes;Control systems;Stochastic systems;Aerospace electronics;Partial differential equations;Hilbert space;Optical wavelength conversion;Boundary control;boundary observation;infinite-dimensional system;port-Hamiltonian system;stochastic partial differential equation (SPDE);well-posedness