Discrete stochastic port-Hamiltonian systems. (March 2022)

• Record Type: Journal Article
• Authors: Cordoni, Francesco Giuseppe; Di Persio, Luca; Muradore, Riccardo
• Is Part Of: Automatica. Volume 137(2022)
• Publication Date: 2022-03
• Subjects: Stochastic port-Hamiltonian systems -- Passivity -- Stochastic variational integrators; Automatic control -- Periodicals; Automation -- Periodicals; 629.805
• DOI: 10.1016/j.automatica.2021.110122
• Languages: English
• ISSNs: 0005-1098

Abstract

Abstract: The present paper aims at defining discrete stochastic port-Hamiltonian systems (SPHS). We introduce a suitable definition of discrete SPHS based on symplectic variational integrators. By properly choosing the collocation points for discrete-time SPHS we are able to approximate a continuous SPHS. Moreover, under suitable assumptions on the Hamiltonian of the system, we guarantee energy conservation, which is a key property in the standard PHS framework. Numerical examples are provided to show the goodness of the proposed method.