Abstract
In this paper we give some geometric condition for a stochastic nonlinear system and we propose a control method for a stochastic nonlinear system using neural networks. Since a competitive learning neural networks has been developed based on the stochastcic approximation method it is regarded as a stochastic recursive filter algorithm. In addition we provide a filtering and control condition for a stochastic nonlinear system called the perfect filtering condition in a viewpoint of stochastic geometry. The stochastic nonlinear system satisfying the perfect filtering condition is decoupled with a deterministic part and purely semi martingale part. Hence the above system can be controlled by conventional control laws and various intelligent control laws. Computer simulation shows that the stochastic nonlinear system satisfying the perfect filtering condition is controllable and the proposed neural controller is more efficient than the conventional LQG controller and the canonical LQ-Neural controller.
