A WIENER FILTER, STATE-SPACE FLUX-OPTIMAL CONTROL AGAINST ESCAPE FROMA POTENTIAL WELL

Escape from a potential well, often identified with system failure, is reformulated for a class of two-dimensional dynamical systems as exit ing the safe region of the system state space bounded by the separatri x derived from the potential well, A control against system failure ba sed on minimizing the state-space flux out of this safe region is cons idered, For systems subject to weak external forcing with available co ntrol power exceeding a certain threshold, the finite lag, state-space flux-optimal control against failure, is shown to involve a Wiener fi lter, A non-Wiener solution is proposed for available power below this threshold, These results hold for wide-sense stationary forcing with any statistics and any spectrum.