Covariance control for stochastic multivariable systems with hysteresis nonlinearity (Q4355347)

The authors consider the stochastic time-invariant multivariable system \[ \dot{x} = f(x) + Bu + Dw,\quad u = Gx,\quad y = Cx, \] where \(f\) represents a hysteresis nonlinearity and \(w\) is a zero mean sinusoidal signal with `wide sense stationary' covariance \(W > 0\). They replace \(f(x)\) by a linear term \(Ax\); they obtain \(A\) from a computation using describing functions. They then compute the control gain \(G\) such that the steady-state covariance matrix \(X\) of the linear system attains a given value. They also present a numerical example.