摘要：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.
