Controlling stochastic sensitivity by the dynamic regulators

Abstract

Abstract.A problem of the control of stochastically forced equilibria in nonlinear dynamic systems with incomplete information is considered. Our approach is based on the idea of the synthesis of the required stochastic sensitivity for the equilibrium. We consider an important, from engineering point of view, case when the system states are observed partially, and these observations contain random noises. To solve this problem, a dynamic regulator consisting of the feedback and filter is constructed. Mathematically, the problem of the synthesis of the assigned stochastic sensitivity is reduced to the solution of the matrix equations for coefficients of the regulator. Problems of the controllability and attainability are discussed. The effectiveness of the proposed approach is demonstrated on the examples.