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Sensitivity of time-varying, linear optimal control systems

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Abstract

This paper analyzes the following fundamental question: In what precise sense, if any, is the closed-loop realization of an optimal control system less sensitive to parameter variations than the nominally equivalent open-loop system? This question is answered for time-varying, linear optimal control systems. It is shown that there is a closed-loop sensitivity reduction in terms of an inequality involving a particular integral-square of the first-order variation of the state due to first-order variations of plant parameters.

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Authors and Affiliations

  1. Research Department, Grumman Aircraft Engineering Corporation, Bethpage, Long Island, New York

    Eliezer Kreindler (Research Scientist)

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  1. Eliezer Kreindler
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Communicated by Y.C. Ho

This work was supported in part by the Air Force Flight Dynamics Laboratory, Wright-Patterson AFB, Ohio, Contract No. AF 33(615)-3411.

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Kreindler, E. Sensitivity of time-varying, linear optimal control systems. J Optim Theory Appl 3, 98–106 (1969). https://doi.org/10.1007/BF00932460

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  • DOI: https://doi.org/10.1007/BF00932460

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