Control Cost in Adaptive Systems with an Identifier under Disturbance Description Uncertainties

Abstract

A problem of the criterion optimization of a linear-quadratic system with a stationary disturbance and set transfer function on control is considered. To solve the problem, a regularized method of substitution of estimates of the spectral density of the disturbance into the control cost functional is proposed. Using the non-regularized method of substitution is shown to be able to lead to deflate the control cost.