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Avtomatika i Telemekhanika, 2012, Issue 12, Pages 110–123
(Mi at4210)
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Stochastic Systems, Queuing Systems
Control cost for a discrete linear object under uncertainty about the spectral composition of perturbances
A. L. Bunich Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Abstract:
We study the sensitivity of the control cost for a linear stationary object with discrete time to estimation errors in spectral densities of the perturbances. We establish that the cost functional defined on sufficiently massive classes of spectral densities with standard metrization is irregular. We propose a regularization for the cost functional with a change in metric that lets us justify the price description with the substitution method.
Citation:
A. L. Bunich, “Control cost for a discrete linear object under uncertainty about the spectral composition of perturbances”, Avtomat. i Telemekh., 2012, no. 12, 110–123; Autom. Remote Control, 73:12 (2012), 2038–2048
Linking options:
https://www.mathnet.ru/eng/at4210 https://www.mathnet.ru/eng/at/y2012/i12/p110
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Statistics & downloads: |
Abstract page: | 314 | Full-text PDF : | 57 | References: | 59 | First page: | 19 |
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