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JOURNALS // Problemy Upravleniya // Archive

Probl. Upr., 2013 Issue 2, Pages 2–8 (Mi pu772)

Analysis and synthesis of control systems

Sensitivity functionals in Bolza problem for the multivariate dynamic systems described by integro-differential equations with delay

A. I. Rouban

Siberian Federal University, Krasnoyarsk

Abstract: The sensitivity functional (the first variation of a quality functional in relation to variable and constant parameters) for the multivariate non-linear dynamic systems described by the integro-differential Volterra equations of the second kind with delay, and also with variables and constant parameters is constructed by the variation method. The generalized functional of system operation quality has Bolza form with integral and finite components. Values of delay, initial and finite time points depend on the constant parameters, and phase coordinates in starting point can have a rupture. The given examples show deriving sensitivity functionals from the general result for simpler integro-differential models with delay.

Keywords: sensitivity functional, variation method, the conjugate equation, integer-differential equation, delay time.

UDC: 62-50



© Steklov Math. Inst. of RAS, 2024