A. Cover et al., RKH SPACE METHODS FOR LOW-LEVEL MONITORING AND CONTROL OF NONLINEAR-SYSTEMS .2. A VECTOR-CASE EXAMPLE - THE LORENZ SYSTEM, Mathematical models and methods in applied sciences, 7(6), 1997, pp. 823-845
By using techniques from the theory of reproducing kernel Hilbert (RKH
) spaces, we continue the exploration of the stochastic linearization
method for possibly unknown and/or noise corrupted nonlinear systems.
The aim of this paper is twofold: (a) the stochastic linearization for
malism is explicitly extended to the vector case; and (b) as an illust
ration, the performance of the stochastic linearization for monitoring
and control is assessed in the case of the Lorenz system for which th
e dynamic behavior is known independently.