Stabilization of dynamical systems by adding a colored noise

Authors
Citation
Gk. Basak, Stabilization of dynamical systems by adding a colored noise, IEEE AUTO C, 46(7), 2001, pp. 1107-1111
Citations number
9
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
46
Issue
7
Year of publication
2001
Pages
1107 - 1111
Database
ISI
SICI code
0018-9286(200107)46:7<1107:SODSBA>2.0.ZU;2-1
Abstract
Stabilization of dynamics of a system has been of great concern to research ers and practitioners over the years. It is observed that the system is mor e viscous if one adds a noise in the system. In the present situation, the system is perturbed by a (multiplicative) noise and the stable/unstable beh avior is examined. It is then observed that, one can stabilize or destabliz e a large class of systems of ordinary differential equations (ODEs) and st ochastic differential equations (SDEs) if a noise is carefully added.