Mean-square Stabilization of Invariant Manifolds for SDEs / Ryashko Lev,Bashkirtseva Irina // IFAC PAPERSONLINE. - 2014. - V. 47, l. 3. - P. 9985-9990.

ISSN/EISSN:

2405-8963 / нет данных

Type:

Proceedings Paper

Abstract:

We consider systems of Ito's stochastic differential equations with smooth compact invariant manifolds. The problem addressed is an exponential mean square (EMS) stabilization of these manifolds. The necessary and sufficient conditions of the stabiliz ability are derived on the base of the spectral criterion of the EMS-stability of invariant manifolds. We suggest methods for the design of the feedback stabilizing regulator for SDEs. Parametrical criteria of the stochastic stabilizability for limit cycles and tori are given. These criteria reduce the stabilization problem to the minimization of quadratic functionals. An analysis of the minimization problem of the quadratic functional for the case of the cycle of 2D stochastic system is presented in detail. Constructiveness of the elaborated theory is demonstrated for the stabilization of stochastically forced cycles of the Hopf system.

Author keywords:

stabilization; invariant manifold; cycles; tori; feedback STOCHASTIC SENSITIVITY; STABILITY

DOI:

нет данных

Web of Science ID:

ISI:000391109200165

Соавторы в МНС:

Другие поля

Поле	Значение
Note	19th World Congress of the International-Federation-of-Automatic-Control (IFAC), Cape Town, SOUTH AFRICA, AUG 24-29, 2014
Organization	Int Federat Automat Control
Publisher	ELSEVIER SCIENCE BV
Address	PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
Language	English
Keywords-Plus	STOCHASTIC SENSITIVITY; STABILITY
Author-Email	irina.bashkirtseva@urfu.ru
Number-of-Cited-References	19
Journal-ISO	IFAC PAPERSONLINE
Doc-Delivery-Number	EG5UE