Order statistics and probabilistic robust control

DOI10.1016/S0167-6911(98)00049-8MaRDI QIDQ1274632zbMATH OpenOpenAlexFDO

Authors Xin-Jia Chen, Kemin Zhou

Publication date 12 January 1999

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0805.1569

zbMATH Keywords

order statisticstolerance intervalsprobabilistic robustnessminimum sample sizedesign tradeoffdistribution inequality

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sensitivity (robustness) (93B35) Design techniques (robust design, computer-aided design, etc.) (93B51) Estimation and detection in stochastic control theory (93E10)

Abstract: Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related probability distribution. Also, the concept of distribution-free tolerance intervals is applied to estimate the range of an uncertain quantity and extract the information about its distribution. To overcome the limitations imposed by the continuity assumption in the existing order statistics theory, we have derived a cumulative distribution function of the order statistics without the continuity assumption and developed an inequality showing that this distribution has an upper bound which equals to the corresponding distribution when the continuity assumption is satisfied. By applying this inequality, we investigate the minimum computational effort needed to come up with an reliable estimate for the upper bound (or lower bound) and the range of a quantity. We also give conditions, which are much weaker than the absolute continuity assumption, for the existence of such minimum sample size. Furthermore, the issue of making tradeoff between performance level and risk is addressed and a guideline for making this kind of tradeoff is established. This guideline can be applied in general without continuity assumption.

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Cites work

• scientific article; zbMATH DE number 1001726 (Why is no real title available?)
• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• scientific article; zbMATH DE number 3915420 (Why is no real title available?)
• A Monte Carlo approach to the analysis of control system robustness
• Computational complexity of μ calculation
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Cited in

(6)

• Control design with hard/soft performance specifications: aQ-parameter randomization approach
• A new distribution-free control scheme based on order statistics
• Regular ordering and applications in control policies
• Probabilistic robust design with linear quadratic regulators
• An ellipsoid algorithm for probabilistic robust controller design
• Research on probabilistic methods for control system design

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