Controlling the equilibria of nonlinear stochastic systems based on noisy data

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• 作者：Irina Bashkirtseva^a ; ^{irina.bashkirtseva@urfu.ru} ; Lev Ryashko^a ; ^{lev.ryashko@urfu.ru} ; Guanrong Chen^b ; ^{eegchen@cityu.edu.hk}
• 刊名：Journal of the Franklin Institute
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：354
• 期：3
• 页码：1658-1672
• 全文大小：768 K
• 卷排序：354

文摘

For controlling an equilibrium of a nonlinear stochastic system, the problem of stabilization and synthesis with a required dispersion is studied. This problem is solved for the case where the feedback regulator uses noisy data. The new approach is based on an extension of the stochastic sensitivity synthesis method. Technically, this problem is reduced to the analysis of some quadratic matrix equations. A solution to the problem of minimizing the stochastic sensitivity is given. Details of such analysis are discussed for 2D and 3D nonlinear stochastic oscillators.