Generalised Riccati solution and pinning control of complex stochastic networks

Herzallah, Randa (2015). Generalised Riccati solution and pinning control of complex stochastic networks. International Journal of Modelling, Identification and Control, 23 (4), pp. 346-354.

Abstract

This paper considers the global synchronisation of a stochastic version of coupled map lattices networks through an innovative stochastic adaptive linear quadratic pinning control methodology. In a stochastic network, each state receives only noisy measurement of its neighbours' states. For such networks we derive a generalised Riccati solution that quantifies and incorporates uncertainty of the forward dynamics and inverse controller in the derivation of the stochastic optimal control law. The generalised Riccati solution is derived using the Lyapunov approach. A probabilistic approximation type algorithm is employed to estimate the conditional distributions of the state and inverse controller from historical data and quantifying model uncertainties. The theoretical derivation is complemented by its validation on a set of representative examples.

Publication DOI: https://doi.org/10.1504/IJMIC.2015.070652
Divisions: Engineering & Applied Sciences > Mathematics
Engineering & Applied Sciences > Systems analytics research institute (SARI)
Additional Information: First published in Herzallah, R. (2015). Generalised Riccati solution and pinning control of complex stochastic networks. International journal of modelling, Identification and control, 23(4), 346-354.
Uncontrolled Keywords: Lyapunov stability analysis,pinning control,Riccati solution,stochastic control,quadratic pinning control,complex networks,stochastic networks,coupled map lattice networks,modelling,uncertainty,forward dynamics,inverse controller,optimal control,Computer Science Applications,Applied Mathematics,Modelling and Simulation
Full Text Link: http://www.inde ... php?artid=70652
Related URLs: http://www.scop ... tnerID=8YFLogxK (Scopus URL)
Published Date: 2015
Authors: Herzallah, Randa ( 0000-0001-9128-6814)

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