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Details of Grant 

EPSRC Reference: GR/M98357/01
Title: NEW METHODOLOGIES IN STABILITY OF STOCHASTIC SYSTEMS WITH APPLICATIONS IN ADAPTIVE CONTROL
Principal Investigator: Townley, Professor S
Other Investigators:
Ilchmann, Dr A
Researcher Co-Investigators:
Project Partners:
Department: Mathematical Sciences
Organisation: University of Exeter
Scheme: Standard Research (Pre-FEC)
Starts: 23 February 2000 Ends: 22 October 2001 Value (£): 42,528
EPSRC Research Topic Classifications:
Mathematical Analysis Non-linear Systems Mathematics
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:  
Summary on Grant Application Form
We would start by introducing each of the team to the relevant background in random attractors, stochastic stability, adaptive control and stochastic modelling of bio-reactors. This would be based around seminars led by the visiting fellow and would involve post-graduate students as part of their training. Then, working together with the visiting fellow, a theory of stability for non-linear stochastic input/state/output systems should be established using Lyapunov function candidates combined with integral invariance principles. Finally, in analogy to the deterministic case, applying the achieved results to ??-tracking should then lead to further impetus in developing our stability theory, leading to a rigorous theory of adaptive control for certain classes of stochastic systems especially those with stable in probability zero dynamics or systems with solutions bounded in probability.
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Organisation Website: http://www.ex.ac.uk