Uncertainty and Sensitivity Analysis in Control of Delay Differential Equations

John Burns* and Kasie Farlow

In this paper we consider the problems of sensitivity analysis and uncertainty quantification in the design of controllers for systems governed by delay differential equations. A continuous sensitivity equation method (CSEM) is used to develop computational methods for computing local error bounds for problems where the delay is assumed to be a random parameter. We provide examples to illustrate how sensitivity analysis can be employed to provide bounds on the performance uncertainty for feedback controllers.

Mathematics Subject Classification: 49N05 93D09

Keywords: Delay Systems; Sensitivity Analysis; Uncertainty Quantification

Minisymposion: Stability, Sensitivity and Error Analysis for Optimal Control Problems