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Analysis of the suboptimality of large-scale systems with stochastic perturbations

 

作者: LESLAW SOCHA,   JACQUESL. WILLEMS,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1987）
卷期: Volume 18, issue 8  

页码: 1505-1522

 

ISSN:0020-7721

 

年代: 1987

 

DOI:10.1080/00207728708967131

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

In this paper the sensitivity of optimal control systems with respect to modelling errors is discussed. In particular, the deterioration of the performance due to deterministic and stochastic perturbations, or to unmodelled interconnections with other systems, is explicitly expressed by a degree of suboptimality.

 

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