This article is cited in 3 papers

Discrete Systems

On stochastic sensitivity control in discrete systems

I. A. Bashkirtseva, L. B. Ryashko

Ural State University, Ekaterinburg, Russia

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.

Presented by the member of Editorial Board: E. Ya. Rubinovich

Received: 30.06.2009

 English version: Automation and Remote Control, 2010, 71:9, 1833–1848

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