Ensuring control accuracy. (Q1887356)

In this book dynamic systems with stochastic input variables are investigated. The aim of the book is to estimate bounds for the error in control systems if statistical characteristics are given. The content of the book is organized into nine chapters. In the first chapter the main concepts and definitions are introduced. A classification of dynamic systems is presented and illustrated by examples. Robust systems and low sensitivity systems are compared. In the second chapter mathematical models and the structure of control systems are discussed. The book concentrates on linear continuous and linear discrete systems. An overview of analysis and synthesis methods is given. The accuracy of control systems is characterized by three possible indicators: an upper bound estimate on the variance of the error, the maximum error and the practically maximal error for a restricted class of inputs. Admissible stochastic input processes are described and characterized in chapter 3. Variances of the derivatives of the input variables are used for estimating the spectral densities and the correlation functions. In chapter 4 the problem of optimal filtering is investigated. The Wiener Filter is derived. Filter design for special input classes described by inequalities for the spectral densities is discussed. The worst case spectral densities for input processes with given inequality restrictions in different frequency intervals are determined and illustrated by examples. Chapter 5 is devoted to the analysis of the varance of the control error if a numerical description of the input process is available. In chapter 6 this analysis is done for the maximum control error in time domain and in frequency domain. In chapter 7 and chapter 8 the design of control systems is investigated. In chapter 7 forbidden regions in the Bode diagrams are determined for prescribed maximum error variances. In chapter 8 the minimum error variance problem is treated as an optimization problem. Chapter 3 to chapter 8 are devoted to continuous dynamic systems. In the last chapter the derived methods are extended to digital control systems. The book is obviously translated from the Russian into the English language and therefore not easy to read. In some cases unusual notions for statistical parameters are introduced. Nevertheless the book contains valuable material for the design of linear dynamic control systems with stochastic disturbances.