On controlling stochastic sensitivity of oscillatory systems

For a nonlinear oscillatory stochastic system, we study the control problem for the variance of random trajectories around a deterministic cycle. To describe the range of random trajectories, we use the method of stochastic sensitivity functions. We consider the problem of designing a given stochast...

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Veröffentlicht in:Automation and remote control 2013-06, Vol.74 (6), p.932-943
Hauptverfasser: Bashkirtseva, I. A., Nurmukhametova, D. R., Ryashko, L. B.
Format: Artikel
Sprache:eng
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Zusammenfassung:For a nonlinear oscillatory stochastic system, we study the control problem for the variance of random trajectories around a deterministic cycle. To describe the range of random trajectories, we use the method of stochastic sensitivity functions. We consider the problem of designing a given stochastic sensitivity function, discuss problems of controllability and reachability. Complete stochastic controllability is only possible when the control’s dimension coincides with the system’s dimension. Otherwise, the design problem becomes ill-posed. To solve it, we propose a regularization method that lets us produce a given stochastic sensitivity function with any given precision. The efficiency of the proposed approach is demonstrated with the example of controlling stochastic oscillations in a brusselator model.
ISSN:0005-1179
1608-3032
DOI:10.1134/S0005117913060040