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Title: Stabilization of the stochastically forced equilibria for nonlinear discrete-time systems with incomplete information

A stabilization problem of the equilibrium of stochastically forced nonlinear discrete-time 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 large-amplitude oscillations around the equilibria of the stochastically forced Verhulst model with noisy observations.
Authors:
 [1]
  1. Ural Federal University, Lenina, 51, Ekaterinburg, 620000 (Russian Federation)
Publication Date:
OSTI Identifier:
22494298
Resource Type:
Journal Article
Resource Relation:
Journal Name: AIP Conference Proceedings; Journal Volume: 1690; Journal Issue: 1; Conference: AMEE '15: 41. international conference on applications of mathematics in engineering and economics, Sozopol (Bulgaria), 8-13 Jun 2015; Other Information: (c) 2015 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
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