Abstract
A problem of stabilization of stochastic oscillatory modes of nonlinear dynamic system is considered. The solution of this problem rests on the spectral criterion of the exponential mean square (root-mean-square) stability of stochastically perturbed limit cycles. The analysis of the stabilizability reduces to the minimization of the spectral radius of a certain positive operator. The efficient possibilities of the obtained stabilizability criterion are illustrated for the case of the cycle on the plane, where the construction of a stabilizing regulator reduces to the minimization of the quadratic functional.
Similar content being viewed by others
References
Chernous’ko, F.L., Akulenko, L.D., and Sokolov, V.N., Upravlenie kolebaniyami (Control of Oscillations), Moscow: Nauka, 1980.
Fradkov, A.L. and Pogromsky, A.Yu., Introduction to Control of Oscillations and Chaos, Singapore: World Scientific, 1998.
Andrievskii, B.R. and Fradkov, A.L., Control of Chaos: Methods and Applications. I, Avtom. Telemekh., 2003, no. 5, pp. 3–45.
Andrievskii, B.R. and Fradkov, A.L., Control of Chaos: Methods and Application. II, Avtom. Telemekh., 2004, no. 4, pp. 3–40.
Kats, I.Ya. and Krasovskii, N.N., On Stability of Systems with Random Parameters, Prikl. Mat. Mekh., 1960, vol. 24, no. 5, pp. 809–823.
Khas’minskii, R.Z., Ustoichivost’ system differentsial’nykh uravnenii pri sluchainykh vozmushcheniyakh ikh parametrov (Stability of Systems of Differential Equations at Random Disturbances of Their Parameters), Moscow: Nauka, 1969.
Mil’shtein, G.N. and Ryashko, L.B., Stability and Control of Orbits of Autonomous Systems under Random Disturbances, Prikl. Mat. Mekh., 1992, vol. 56, no. 6, pp. 951–958.
Ryashko, L.B., On Stability of Stochastically Perturbed Orbital Motions, Prikl. Mat. Mekh., 1996, vol. 60, no. 4, pp. 582–594.
Ryashko, L.B., The Method of Lyapunov Functions in the Investigation of Stability and Control of the Two-Dimensional Invariant Torus, Izv. Vuz. Prikl. Nelinein. Dinam., 2001, vol. 9, no. 4–5, pp. 140–153.
Ryashko, L.B. and Shnol, E.E., On Exponentially Attracting Invariant Manifolds of ODEs, Nonlinearity, 2003, vol. 16, pp. 147–160.
Ryashko, L.B., Exponential Mean Square Stability of Stochastically Forced 2-torus, Nonlinearity, 2004, vol. 17, pp. 729–742.
Krasovskii, N.N., Nekotorye zadachi teorii ustoichivosti dvizheniya (Some Problems of the Theory of Motion Stability), Moscow: Fizmatgiz, 1952.
Krasnosel’skii, M.A., Lifshitz, E.A., and Sobolev, A.V., Pozitivnie lineinge sistemy (Positive Linear Systems), Moscow: Nauka, 1985.
Ryashko, L.B. Stabilization of Linear Stochastic Systems with Perturbations Dependent on the State and Control, Prikl. Mat. Mekh., 1979, vol. 43, no. 4, pp. 612–620.
Ryashko, L.B., A Linear Filter in the Problem of Stabilization of Linear Stochastic Systems at Incomplete Information, Avtom. Telemekh., 1979, no. 7, pp. 80–89.
Rayshko, L.B., Stabilization of Linear Systems with Multiplicative Noise at Incomplete Information, Prikl. Mat. Mekh., 1981, vol. 45, no. 5, pp. 778–786.
Author information
Authors and Affiliations
Additional information
Original Russian Text © L.B. Ryashko, 2007, published in Avtomatika i Telemekhanika, 2007, No. 10, pp. 155–165.
This work was supported by the Russian Foundation for Basic Research, project nos. 06-01-00625, 06-08-00396, and no. 07-01-96079-r_ural.