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Avtomatika i Telemekhanika, 2013, Issue 6, Pages 42–56
(Mi at5158)
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Stochastic Systems, Queuing Systems
On controlling stochastic sensitivity of oscillatory systems
I. A. Bashkirtseva, D. R. Nurmukhametova, L. B. Ryashko Ural State University, Yekaterinburg, Russia
Abstract:
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.
Citation:
I. A. Bashkirtseva, D. R. Nurmukhametova, L. B. Ryashko, “On controlling stochastic sensitivity of oscillatory systems”, Avtomat. i Telemekh., 2013, no. 6, 42–56; Autom. Remote Control, 74:6 (2013), 932–943
Linking options:
https://www.mathnet.ru/eng/at5158 https://www.mathnet.ru/eng/at/y2013/i6/p42
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Statistics & downloads: |
Abstract page: | 402 | Full-text PDF : | 75 | References: | 71 | First page: | 12 |
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