International Journal of Control, Vol.90, No.8, 1652-1663, 2017
Method of stochastic sensitivity synthesis in a stabilisation problem for nonlinear discrete systems with incomplete information
A problem of the synthesis of the assigned probabilistic distribution near the equilibrium of stochastic nonlinear discrete-time system with incomplete state information is considered. We construct a static feedback regulator which provides a required stochastic sensitivity of this equilibrium. It is shown that this problem is reduced to the solution of some quadratic matrix equations. The solvability of these quadratic equations is analysed, and attainability sets are described. In the two-dimensional case, two variants of the control input are discussed and compared. These general results are applied to the suppression of large-amplitude oscillations around the equilibria of the stochastically forced Henon model with noisy observations. We show how suggested control technique, by minimising the stochastic sensitivity, allows us to suppress chaos and provide a structural stabilisation.
Keywords:Discrete-time systems;random disturbances;incomplete information;stabilisation;feedback;stochastic sensitivity