Generalised Riccati solution and pinning control of complex stochastic networks

Randa Herzallah*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)346-354
Number of pages9
JournalInternational Journal of Modelling, Identification and Control
Volume23
Issue number4
DOIs
Publication statusPublished - 15 Jul 2015

Bibliographical note

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.

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

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