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Control cost for a discrete linear object under uncertainty about the spectral composition of perturbances. (English. Russian original) Zbl 1268.93103
Autom. Remote Control 73, No. 12, 2038-2048 (2012); translation from Avtom. Telemekh. 2012, No. 12, 110-123 (2012).
Summary: 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.
93C73 Perturbations in control/observation systems
93B60 Eigenvalue problems
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