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Revision as of 05:05, 5 March 2024
scientific article
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English | A probabilistic framework for problems with real structured uncertainty in systems and control |
scientific article |
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A probabilistic framework for problems with real structured uncertainty in systems and control (English)
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5 September 2002
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The authors begin by studying the generation of real random matrix samples having uniform distribution in structured (spectral) norm bounded sets. The distribution of the singular values of uniformly distributed real matrices is analyzed, and a polynomial-time algorithm for their generation is presented. The techniques developed are then used in a probabilistic setting to solve problems subject to real structured uncertainty.
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randomized algorithms
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robustness
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structured real uncertainty
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singular value distribution
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random matrices
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