Abstract
The weight of cost function in Stochastic Robustness Analysis and Design reflects the emphasis on the corresponding metrics. Selecting and optimizing weights reasonably is particularly important for further highlighting the advantages of SRAD and then designing a better controller. In this paper, in allusion to serious time-consuming, blindness and other disadvantages of getting the weights by trial and error in the past, through feeding back the unacceptable probability and the cost function value which are got by simulating the system with the fixed parameters, and using the modern optimization algorithm, gradually optimize weights until getting satisfactory results. The simulation and analysis of DC motor speed control system prove this method is effective.
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