
doi: 10.1109/9.192186
The problem of residence time controllability in dynamical systems with stochastic perturbations is formulated. The solution is given for linear systems with small, additive, white noise perturbation. It is shown that the existence of the desired residence time controller depends on the relationship between the column spaces of the control and noise matrices. If the former includes the latter, any residence time is possible. If this inclusion does not occur, the achievable residence time is bounded, and we give lower and upper estimates of this bound. For each of these cases, controller design techniques are suggested and illustrative examples are considered. The development is based on an asymptotic version of the large deviations theory.
Controllability, stochastic perturbations, stochastic differential equation, controller design, Synthesis problems, Stochastic ordinary differential equations (aspects of stochastic analysis), residence time controllability, large deviations theory, Large deviations, Linear systems in control theory, Sensitivity (robustness), Stochastic systems in control theory (general), residence time controller
Controllability, stochastic perturbations, stochastic differential equation, controller design, Synthesis problems, Stochastic ordinary differential equations (aspects of stochastic analysis), residence time controllability, large deviations theory, Large deviations, Linear systems in control theory, Sensitivity (robustness), Stochastic systems in control theory (general), residence time controller
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 41 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 1% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Top 10% |
