stochastic linearization of nonlinear point dissipative systems随机线性化的非线性耗散系统.pdf

IJMMS 2004:65, 3541–3563 PII. S0161171204301225 © Hindawi Publishing Corp. STOCHASTIC LINEARIZATION OF NONLINEAR POINT DISSIPATIVE SYSTEMS JAMES A. RENEKE Received 15 January 2003 Stochastic linearization produces a linear system with the same covariance kernel as the original nonlinear system. The method passes from factorization of finite-dimensional co- variance kernels through convergence results to the final input/output operator represen- tation of the linear system. 2000 Mathematics Subject Classification: 34K23, 93B18. 1. Introduction. Linearization and hence stochastic linearization of a nonlinear sys- tem is about local behavior of the system in time and space. Since the system functions of monitoring and control are concerned with local behavior, they are usually based on linearizations of the underlying nonlinear system [ 19]. The nonparametric methods of linearization which are the subject of this investigation are based on the covariances of the input and output processes for the system. The data typically looks like Figure 1.1. Existence of the covariance is implied by the assumption that the underlying nonlinear system is point dissipative [3], that is, there is a compact set which each trajectory of the system without stochastic excitation enters and remains within. Nonparametric methods of linearization which only require observations of inputs and outputs rather than models of the nonlinear system are potentially useful in two situations [5]: first, when the system is evolving in time or is frequently reconfigured and model updates are difficult or expensive to obtain; second, when the monitoring or control functions are to be exercised at a low level by smart devices without the high level logic required for choosing or changing the system model.