A New Method for Designing a Stochastic Robust Regulator on the Principles of Manifolds
С. И. Колесникова · 2019
The paper considers a problem statement for the synthesis of a robust stochastic regulator based on the principles of control on manifolds and a new algorithm for designing a regulator for stochastic discrete objects. The object of study is presented in the form of a system of stochastic difference nonlinear equations. The new algorithm for the analytical design of a stochastic nonlinear control system is based on the classical method for the analytical design of aggregated regulators, previously developed for a deterministic nonlinear object with a complete description. The robust stochastic nonlinear regulator provides the following characteristics of the control system: a) the minimal variance of the output variable; b) the minimal dispersion of the target invariant; c) the minimum of the average value of the quality functional.