Related papers: When multiplicative noise stymies control
We provide an example for stabilization by noise. Our approach does not rely on monotonicity arguments due to the presence of higher order differential operators or mixing properties of the system as the noise might be highly degenerate. In…
This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…
Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop…
In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…
This note proposes a data-driven output-feedback stabilizing policy iteration for unknown linear discrete-time systems with unmeasurable states. Existing policy iteration methods for optimal control must start from a stabilizing control…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…
The state estimation of continuous-time nonlinear systems in which a subset of sensor outputs can be maliciously controlled through injecting a potentially unbounded additive signal is considered in this paper. Analogous to our earlier work…
We study the stability and synchronization of predator-prey populations subjected to noise. The system is described by patches of local populations coupled by migration and predation over a neighborhood. When a single patch is considered,…
This paper introduces new techniques for using convex optimization to fit input-output data to a class of stable nonlinear dynamical models. We present an algorithm that guarantees consistent estimates of models in this class when a small…
A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most…
This paper investigates the optimal control problem for a class of discrete-time stochastic systems subject to additive and multiplicative noises. A stochastic Lyapunov equation and a stochastic algebra Riccati equation are established for…
A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dynamical systems. Thus approximate, low dimensional, reduced slow systems are obtained analytically in the case of sufficiently large time…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
This paper addresses the classical problem of determining the set of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve with…
Results on the problem of stabilizing a nonlinear continuous-time system by a finite number of control or measurement values are presented. The basic tool is a discontinuous version of the so-called semi-global backstepping lemma. We derive…
The stochastic mutual repressor model is analysed using perturbation methods. This simple model of a gene circuit consists of two genes and three promotor states. Either of the two protein products can dimerize, forming a repressor molecule…
In this study, we consider the experimentally-obtained, periodically-forced response of a nonlinear structure in the presence of process noise. Control-based continuation is used to measure both the stable and unstable periodic solutions…
We study a generalised model of population growth in which the state variable is population growth rate instead of population size. Stochastic parametric perturbations, modelling phenotypic variability, lead to a Langevin system with two…
A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…