A moment specification algorithm for control of nonlinear systems driven by Gaussian white noise (Q5929824)

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scientific article; zbMATH DE number 1586895
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A moment specification algorithm for control of nonlinear systems driven by Gaussian white noise
scientific article; zbMATH DE number 1586895

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    A moment specification algorithm for control of nonlinear systems driven by Gaussian white noise (English)
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    5 September 2002
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    The author gives a brief review of the theory of state covariance assignment for linear systems employing state feedback. Then, a control design method is introduced that employs the maximum entropy principle. Two nonlinear systems are studied: 1) a simple oscillator with elasto-plastic hystersis, and 2) a Duffing oscillator. A linear partial-state feedback controller is used for the former, and a linear full-state feedback controller is employed for the latter.
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    covariance control
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    maximum entropy principle
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    moment specification
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    Gaussian white noise
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    oscillator with elasto-plastic hystersis
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    linear partial-state feedback controller
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    Duffing oscillator
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