Some problems of robust control of a stochastic object. (English. Russian original) Zbl 1095.93008

Fetisov, V. N.

Autom. Remote Control 65, No. 4, 594-602 (2004); translation from Avtom. Telemekh. 2004, No. 4, 98-107 (2004).

Summary: Studies are made of a problem of constructing a robust system according to an averaged performance criterion of a stochastic control system. Cases of the parametric and the structural uncertainty are considered. The relation of the notion of the stochastic robustness to the classical definition of deterministic systems is shown. A comparative analysis of the suggested method of developing a robust system and some other approaches is carried out.

MSC:

93B35	Sensitivity (robustness)
93E03	Stochastic systems in control theory (general)
93E12	Identification in stochastic control theory