Stochastic properties of an inverted pendulum on a wheel on a soft surface

We study dynamics of the inverted pendulum on the wheel on a soft surface and under a proportional-integral-derivative controller. The behaviour of such pendulum is modelled by a system with a differential inclusion. If the the system has a sensor for the rotational velocity of the pendulum, the tilt sensor and the encoder for the wheel then this system is observable. The using of the observed data for the controller brings stochastic perturbations into the system. The properties of the differential inclusion under stochastic control is studied for upper position of the pendulum. The formula for the time, which the pendulum spends near the upper position, is derived.