Stabilization of the stochastically forced equilibria for nonlinear discretetime systems with incomplete information
Abstract
A stabilization problem of the equilibrium of stochastically forced nonlinear discretetime system with incomplete information is considered. Our approach uses a regulator which synthesizes the required stochastic sensitivity of the equilibrium. Mathematically, this problem is reduced to the solution of some quadratic matrix equations. A description of attainability sets and algorithms for regulators design is given. The general results are applied to the suppression of unwanted largeamplitude oscillations around the equilibria of the stochastically forced Verhulst model with noisy observations.
 Authors:

 Ural Federal University, Lenina, 51, Ekaterinburg, 620000 (Russian Federation)
 Publication Date:
 OSTI Identifier:
 22494298
 Resource Type:
 Journal Article
 Journal Name:
 AIP Conference Proceedings
 Additional Journal Information:
 Journal Volume: 1690; Journal Issue: 1; Conference: AMEE '15: 41. international conference on applications of mathematics in engineering and economics, Sozopol (Bulgaria), 813 Jun 2015; Other Information: (c) 2015 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 0094243X
 Country of Publication:
 United States
 Language:
 English
 Subject:
 71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; 97 MATHEMATICAL METHODS AND COMPUTING; ALGORITHMS; AMPLITUDES; EQUATIONS; EQUILIBRIUM; MATHEMATICAL SOLUTIONS; NONLINEAR PROBLEMS; STABILIZATION; STOCHASTIC PROCESSES
Citation Formats
Ryashko, Lev. Stabilization of the stochastically forced equilibria for nonlinear discretetime systems with incomplete information. United States: N. p., 2015.
Web. doi:10.1063/1.4936692.
Ryashko, Lev. Stabilization of the stochastically forced equilibria for nonlinear discretetime systems with incomplete information. United States. doi:10.1063/1.4936692.
Ryashko, Lev. Mon .
"Stabilization of the stochastically forced equilibria for nonlinear discretetime systems with incomplete information". United States. doi:10.1063/1.4936692.
@article{osti_22494298,
title = {Stabilization of the stochastically forced equilibria for nonlinear discretetime systems with incomplete information},
author = {Ryashko, Lev},
abstractNote = {A stabilization problem of the equilibrium of stochastically forced nonlinear discretetime system with incomplete information is considered. Our approach uses a regulator which synthesizes the required stochastic sensitivity of the equilibrium. Mathematically, this problem is reduced to the solution of some quadratic matrix equations. A description of attainability sets and algorithms for regulators design is given. The general results are applied to the suppression of unwanted largeamplitude oscillations around the equilibria of the stochastically forced Verhulst model with noisy observations.},
doi = {10.1063/1.4936692},
journal = {AIP Conference Proceedings},
issn = {0094243X},
number = 1,
volume = 1690,
place = {United States},
year = {2015},
month = {11}
}
DOI: 10.1063/1.4936692
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