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arXiv · 1606.01939

Stabilisation of difference equations with noisy prediction-based control

Elena Braverman·Conall Kelly·Alexandra Rodkina
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Abstract

We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha + l\xi_{n+1} \right) (f(x_n)-x_n), \quad n=0, 1, \dots$$ if they arise from stochastic variation of the control parameter, or additive $$x_{n+1}=f(x_n)-\alpha(f(x_n)-x_n) +l\xi_{n+1}, \quad n=0, 1, \dots $$ if they reflect the presence of systemic noise. We begin by relaxing the control parameter in the deterministic equation, and deriving a range of values for the parameter over which all solutions eventually enter an invariant interval. Then, by allowing the variation to be stochastic, we derive sufficient conditions (less restrictive than known ones for the unperturbed equation) under which the positive equilibrium will be globally a.s. asymptotically stable:i.e. the presence of noise improves the known effectiveness of prediction-based control. Finally, we show that systemic noise has a "blurring" effect on the positive equilibrium, which can be made arbitrarily small by controlling the noise intensity. Numerical examples illustrate our results.

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Elena Braverman, Conall Kelly, Alexandra Rodkina. 2016-06-06. Stabilisation of difference equations with noisy prediction-based control. https://doi.org/10.1016/j.physd.2016.02.004

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