Comparison of Open and Closed-loop Sensitivities for Systems with Stochastic Inputs

Document Type



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.


Controls and Control Theory | Electrical and Computer Engineering | Electronic Devices and Semiconductor Manufacturing | Other Electrical and Computer Engineering | Power and Energy | Signal Processing | Systems and Communications


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