Comparison of Open and Closed-loop Sensitivities for Systems with Stochastic Inputs
For a stable linear system with a random input, expressions are derived for open- and closed-loop trajectory sensitivity. A condition is derived under which a closed-loop system is superior to the open-loop system.
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Sarma, V. V.,
Singh, S. N.
Comparison of Open and Closed-loop Sensitivities for Systems with Stochastic Inputs.
IEEE Transactions on Automatic Control, AC-15