Application of stochastic control techniques to chaotic nonlinear systems

A control algorithm based on stochastic control techniques is devised for chaotic nonlinear systems. The algorithm uses a state estimator based on the Kalman filter, and yields performance improvements in at least some regions of state space with respect to that obtainable by use of a controller utilizing only the conditional mean of the system state vector. The method is applied to two typical chaotic nonlinear systems (the Henon-Heiles system and the Lorenz system), and their behavior with control is explored numerically