Application of Uncertain Variables to Stabilization and Parametric Optimization of Uncertain Dynamic Systems
Abstract
A class of dynamic discrete systems (control systems) with unknown parameters is considered. The unknown parameters are assumed to be values of uncertain variables described by an expert in the form of certainty distributions. The method of an estimation (evaluation) of the certainty index that the system is stable is presented and stabilization problems based on such an estimation are formulated. The analogous approach for the system with uncertain and random parameters is described. The method of a parametric optimization considered as a specific decision problem is proposed. Simple examples illustrate the presented approach.
