THE GRAMIAN-BASED APPROACH TO ESTIMATION OF ENERGY EXPENDED IN CONTROL OVER CONTINUOUS SYSTEMS UNDER STATIONARY STOCHASTIC EFFECTS
ITMO University; Postgraduate
A. V. Ushakov
ITMO University, Saint Petersburg, 197101, Russian Federation; Professor
Abstract. The problem of estimation of energy expenditure in control over a continuous system is considered. The case of input stochastic action of the type of exponentially correlated noise is analyzed. Interpretation of stochastic system characteristics based on Gram matrix theory is presented. An algorithm is proposed for energy consumption estimating by control dispersion in relative numbers.
Keywords: stationary stochastic process, Gramian for energy expenditure, white noise, colored noise.