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Exact linearization of stochastic dynamical systems by state space coordinate transformation and feedback. II: \(g\sigma\)-linearization. (English) Zbl 1033.93010

This is the continuation of Part I (see the review above), both parts being devoted to the exact linearization of dynamical systems. The exact linearization involves a coordinate transformation of the state variable and a feedback transformation of the control function which will make the system linear and controllable. In this paper the author analyzes the case of Stratonovich \(g\)-linearization, and the results are illustrated with a numerical example, namely, the control of a crane under the influence of noise.

MSC:

93B18 Linearizations
93E03 Stochastic systems in control theory (general)
93B17 Transformations

Citations:

Zbl 1033.93008
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