In this work, we focus on output feedback covariance control of nonlinear SPDEs. First, linear/nonlinear state feedback covariance controllers are designed on the basis of reduced-order finite-dimensional approximations, which are derived from the SPDEs using Galerkin's method. Subsequently, two different approaches to output feedback control are developed: static output feedback control and dynamic output feedback control. In static output feedback control, the states of the reduced-order system are calculated directly from multiple measurements of the SPDE state at different positions and are directly fed to the state feedback controller. While in dynamic output feedback control, a Kalman-filter-based estimator is used to estimate the states of the finite dimensional system used for controller design from a small number of output measurements. The issue of further reduction of the dimension of the finite-dimensional system used for controller/estimator design using the method of approximate inertial manifolds and singular perturbation techniques [7] by taking into account SPDE modes which are not included in the model used for controller design is also studied. Simulations are performed to demonstrate the effectiveness of static/dynamic output feedback covariance control in the context of the stochastic Kuramoto-Sivashinsky equations (SKSE) and of a stochastic second-order parabolic partial differential equation. We demonstrate that the output feedback controller effectively regulates the roughness, which is a direct function of the covariance level of the closed-loop system, to a desired value.
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