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Title: Control of confidence domains in the problem of stochastic attractors synthesis

Journal Article · · AIP Conference Proceedings
DOI:https://doi.org/10.1063/1.4913069· OSTI ID:22391161
 [1]
  1. Ural Federal University, Lenina 51, Ekaterinburg, 620083 (Russian Federation)

A nonlinear stochastic control system is considered. We discuss a problem of the synthesis of stochastic attractors and suggest a constructive approach based on the design of the stochastic sensitivity and corresponding confidence domains. Details of this approach are demonstrated for the problem of the control of confidence ellipses near the equilibrium. An example of the control for stochastic Van der Pol equation is presented.

OSTI ID:
22391161
Journal Information:
AIP Conference Proceedings, Vol. 1648, Issue 1; Conference: ICNAAM-2014: International Conference on Numerical Analysis and Applied Mathematics 2014, Rhodes (Greece), 22-28 Sep 2014; Other Information: (c) 2015 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA); ISSN 0094-243X
Country of Publication:
United States
Language:
English