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

Abstract EN

For stochastic nonlinear discrete-time system with incomplete information, aproblem of the stabilization of equilibrium is considered.

Our approach uses aregulator which synthesizes the required stochastic sensitivity.

Mathematically, thisproblem is reduced to the solution of some quadratic matrix equations.

A descriptionof attainability sets and algorithms for regulators design is given.

The general resultsare applied to the suppression of unwanted large-amplitude oscillations around theequilibria of the stochastically forced Verhulst model with noisy observations.