Testing the stabilization accuracy of stochastic controlled systems (Q2704013)
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scientific article; zbMATH DE number 1577665
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| English | Testing the stabilization accuracy of stochastic controlled systems |
scientific article; zbMATH DE number 1577665 |
Statements
11 November 2001
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stochastic dynamics
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stochastic control
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differential games
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optimal control
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optimal stochastic stabilization
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robust stabilization
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random disturbance
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min-max technique
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quadratic cost
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Testing the stabilization accuracy of stochastic controlled systems (English)
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The problem herein considered is that of deriving guaranted performance characteristics of a control (stabilization) algorithm for the worst possible behaviour of parametric and permanent perturbations hindering the stabilization. One deals with the case when the perturbations can be represented by stationary random processes with known spectral densities. The stochastic dynamics so obtained involved two random noises: a structural noise, and the disturbing one. The problem is solved for by using a min-max technique with a quadratic cost function.
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