Continuous-time probabilistic ultimate bounds and invariant sets: computation and assignment

DOI10.1016/J.AUTOMATICA.2016.04.041MaRDI QIDQ313179zbMATH OpenOpenAlexFDO

Authors Ernesto Kofman, José A. De Doná, Noelia Pizzi, María M. Seron

Publication date 9 September 2016

Published in Automatica (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1959.13/1324215

zbMATH Keywords

invariant setslinear systemsprobabilistic methodsstochastic differential equationsultimate bounds

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Perturbations in control/observation systems (93C73) Asymptotic stability in control theory (93D20)

Recommendations

• Probabilistic set invariance and ultimate boundedness
• Probabilistic ultimate bounds and invariant sets in nonlinear systems
• scientific article; zbMATH DE number 475396
• Probabilistic reachable and invariant sets for linear systems with correlated disturbance
• Theory and computation of disturbance invariant sets for discrete-time linear systems

Cites work

• Constrained model predictive control: Stability and optimality
• Introduction to stochastic control theory
• Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
• Model predictive control suitable for closed-loop re-identification
• Multisensor switching control strategy with fault tolerance guarantees
• Nonlinear systems.
• On the solution of the continuous-time Lyapunov matrix equation in two canonical forms
• Positive invariant sets for fault tolerant multisensor control schemes
• Probabilistic set invariance and ultimate boundedness
• Set invariance in control
• State covariance assignment problem with measurement noise: A unified approach based on a symmetric matrix equation
• Theory of state covariance assignment for linear single-input systems

Cited in

(3)

• Probabilistic ultimate bounds and invariant sets in nonlinear systems
• Probabilistic set invariance and ultimate boundedness
• Exact Computation of Maximal Invariant Sets for Safe Markov Chains—Lattice Theoretic Approach

This page was built for publication: Continuous-time probabilistic ultimate bounds and invariant sets: computation and assignment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q313179)