Testing the stabilization accuracy of stochastic controlled systems

MaRDI QIDQ2704013zbMATH OpenFDO

Authors V. V. Alexandrov, S. S. Lemak, V. A. Sadovnichy

Publication date 11 November 2001

Published in Differential Equations (Search for Journal in Brave)

zbMATH Keywords

differential gamesmin-max techniqueoptimal controloptimal stochastic stabilizationquadratic costrandom disturbancerobust stabilizationstochastic controlstochastic dynamics

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Robust stability (93D09) Adaptive or robust stabilization (93D21) Stochastic stability in control theory (93E15)

Review text

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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(1)

• Accelerated experiments to confirm the failfree probability of control systems under random load

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