Controlling the equilibria of nonlinear stochastic systems based on noisy data

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Original languageEnglish
Pages (from-to)1658-1672
Journal / PublicationJournal of the Franklin Institute
Volume354
Issue number3
Publication statusPublished - 1 Feb 2017

Abstract

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.