Email this article Effect of Displacement of Optimal Control in Stabilization Problems for Quasi-Linear Diffusion-Type Stochastic Systems
- Authors: Khalina A.S.1,2, Khrustalev M.M.1,2
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Affiliations:
- Trapeznikov Institute of Control Sciences
- Moscow Aviation Institute, National Research University
- Issue: Vol 58, No 2 (2019)
- Pages: 159-166
- Section: Control in Stochastic Systems and Under Uncertainty Conditions
- URL: https://journal-vniispk.ru/1064-2307/article/view/220310
- DOI: https://doi.org/10.1134/S1064230719020102
- ID: 220310
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Abstract
A displacement effect of a linear optimal control in stabilization problems for diffusion-type stochastic systems that operate on an unbounded time interval is studied. Hidden asymmetry of perturbations is shown to exist in systems without deterministic drift, where the equilibrium state of the open-loop system is zero. A displaced linear controller helps improve stabilization quality despite the asymmetry of the oscillations of the system.
About the authors
A. S. Khalina
Trapeznikov Institute of Control Sciences; Moscow Aviation Institute, National Research University
Author for correspondence.
Email: an.khalina@gmail.com
Russian Federation, Moscow, 117997; Moscow, 125993
M. M. Khrustalev
Trapeznikov Institute of Control Sciences; Moscow Aviation Institute, National Research University
Author for correspondence.
Email: mmkhrustalev@mail.ru
Russian Federation, Moscow, 117997; Moscow, 125993
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