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.

Presented by the member of Editorial Board: A. P. Kurdyukov

Received: 13.12.2011

 English version: Automation and Remote Control, 2012, 73:12, 2038–2048

Bibliographic databases:

• 
• 
•