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Controlling the Stochastic Sensitivity in Nonlinear Discrete-Time Systems with Incomplete Information

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  • Lev Ryashko
  • Irina Bashkirtseva

Abstract

For stochastic nonlinear discrete-time system with incomplete information, a problem of the stabilization of equilibrium is considered. Our approach uses a regulator which synthesizes the required stochastic sensitivity. Mathematically, this problem is reduced to the solution of some quadratic matrix equations. A description of attainability sets and algorithms for regulators design is given. The general results are applied to the suppression of unwanted large-amplitude oscillations around the equilibria of the stochastically forced Verhulst model with noisy observations.

Suggested Citation

  • Lev Ryashko & Irina Bashkirtseva, 2015. "Controlling the Stochastic Sensitivity in Nonlinear Discrete-Time Systems with Incomplete Information," Discrete Dynamics in Nature and Society, Hindawi, vol. 2015, pages 1-5, October.
    • Handle: RePEc:hin:jnddns:658048
    DOI: 10.1155/2015/658048
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