Abstract
Control of the probabilistic distribution of the stochastic nonlinear self-oscillation cycle of a system to form a bundle of random trajectories with a given scatter about a deterministic limiting cycle is studied. A stochastic sensitivity function defining the Gaussian asymptote of the stationary distribution density is used a measure for the scatter. Complete controllability condition for a density cycle and optimal controller parameters are determined. The performance of designed methods is illustrated with an example on the design of controllers for a stochastically perturbed Brusselator.
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Translated from Avtomatika i Telemekhanika, No. 6, 2005, pp. 104–113.
Original Russian Text Copyright © 2005 by Bashkirtseva, Ryashko.
This work was supported in part by the Russian Foundation for Basic Research, project no. 04-01-96098ural.
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Bashkirtseva, I.A., Ryashko, L.B. Control of Stochastically Perturbed Self-Oscillations. Autom Remote Control 66, 944–952 (2005). https://doi.org/10.1007/s10513-005-0137-7
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DOI: https://doi.org/10.1007/s10513-005-0137-7