Abstract
For a discrete nonlinear controlled stochastic system, we consider the scatter range of random states around the equilibrium. We consider the problem of designing a regulator that would allow to form a stable stationary probability distribution with a given covariance around this equilibrium. For small random perturbations, we propose to approximate the scatter range of trajectories in the neighborhood of a stable equilibrium with a stochastic sensitivity matrix. We pose the regulator design problem for a regulator that forms a desired stochastic sensitivity matrix in a controlled system. For the considered design problem, we introduce the notion of a reachability set and give its constructive description. The efficiency of the proposed approach is demonstrated on the example of controlling the stationary distribution on random states in stochastically perturbed Verhulst and Hénon models.
Similar content being viewed by others
References
Krasovskii, N.N. and Lidskii, E.A., Analytic Regulator Design in Systems with Random Properties. I–III, Autom. Remote Control, 1961, vol. 22, no. 9, pp. 1145–1150; no. 10, 1273–1278; no. 11, 1425–1431.
Kurzhanskii, A.B., On Analytic Regulator Design for a System with Control-Dependent Disturbances, Diff. Uravn., 1965, vol. 1, no. 2, pp. 204–213.
Khas’minskii, R.Z., Ustoichivost’ sistem differentsial’nykh uravnenii pri sluchainykh vozmushcheniyakh ikh parametrov (Stability of Systems of Differential Equations under Random Disturbances of Their Parameters), Moscow: Nauka, 1969.
Wonham, W.M., Random Differential Equations in Control Theory, New York: Academic, 1970.
Fleming, W.H. and Rishel, R.W., Deterministic and Stochastic Optimal Control, New York: Springer, 1982. Translated under the title Optimal’noe upravlenie determinirovannymi i stokhasticheskimi sistemami, Moscow: Mir, 1978.
Kan, Yu.S. and Kibzun, A.I., Stabilization of a Dynamic System which is under the Action of Undetermined and Random Disturbances, Autom. Remote Control, 1990, no 11, pp. 1665–1673.
Kibzun, A.I. and Sotskii, A.N., Control for a Linear Stochastic System by a Probability Functional, Autom. Remote Control, 1995, no 5, pp. 677–683.
Pakshin, P.V., Diskretnye sistemy so sluchainymi parametrami i strukturoi (Discrete Systems with Random Parameters and Structure), Moscow: Nauka, 1994.
Polyak, B.T., Stabilizing Chaos with Predictive Control, Autom. Remote Control, 2005, vol. 66, no. 11, pp. 1791–1804.
Bashkirtseva, I.A. and Ryashko, L.B., Control of Stochastically Perturbed Self-Oscillations, Autom. Remote Control, 2005, no. 5, pp. 944–952.
Ryashko, L.B. and Bashkirtseva, I.A., On Control of Stochastic Sensitivity, Autom. Remote Control, 2008, np. 7, pp. 1171–1180.
Bashkirtseva, I. and Ryashko, L., Stochastic Sensitivity of 3D-cycles, Math. Comp. Simul., 2004, vol. 66, pp. 55.
Ryashko, L.B., Quasipotential Method in Stochastic Sensitivity Analysis of a 2-torus, Izv. Vuzov, Prikl. Nelin. Dinamika, 2006, vol. 14, no. 1, pp. 38–54.
Fradkov, A.L. and Pogromsky, A.Yu., Introduction to Control Oscillations and Chaos, Singapore: World Scientific, 1998.
Andrievskii, B.R. and Fradkov, A.L., Control of Chaos: Methods and Applications. I, II, Autom. Remote Control, 2003, no. 5, pp. 673–713; 2004, no. 4, pp. 505–533.
Bashkirtseva, I. and Ryashko, L., Sensitivity and Chaos Control for the Forced Nonlinear Oscillations, Chaos, Solitons & Fractals, 2005, vol. 26, pp. 1437–1451.
Wonham, W.M., Linear Multivariable Control: A Geometric Approach, New York: Springer, 1979. Translated under the title Lineinye mnogomernye sistemy upravleniya, Moscow: Nauka, 1980.
Horn, R.A. and Johnson, C.R., Matrix Analysis, Cambridge: Cambridge Univ. Press, 1985. Translated under the title Matrichnyi analiz, Moscow: Mir, 1989.
Henon, M., A Two-Dimensional Mapping with a Strange Attractor, Comm. Math. Phys., 1976, vol. 50, pp. 69–77.
Author information
Authors and Affiliations
Additional information
This work was supported in part by the Russian Foundation for Basic Research, projects nos. 09-01-00026, 09-08-00048, 10-01-96022ural, Federal Agency of Education, project no. 2.1.1/2571, and the Federal Target Program, project no. 02.740.11.0202.
Original Russian Text © I.A. Bashkirtseva, L.B. Ryashko, 2010, published in Avtomatika i Telemekhanika, 2010, No. 9, pp. 103–119.
Rights and permissions
About this article
Cite this article
Bashkirtseva, I.A., Ryashko, L.B. On stochastic sensitivity control in discrete systems. Autom Remote Control 71, 1833–1848 (2010). https://doi.org/10.1134/S0005117910090079
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S0005117910090079