A new statistical approach for the analysis of uncertain systems

DOI10.1007/S11424-009-9144-ZzbMATH Open1178.93082arXiv0707.0823OpenAlexW1968269786MaRDI QIDQ1044762FDOQ1044762

Authors: Xin-Jia Chen, Kemin Zhou, Jorge L. Aravena 

Publication date: 15 December 2009

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Abstract: This paper addresses the issues of conservativeness and computational complexity of probabilistic robustness analysis. We solve both issues by defining a new sampling strategy and robustness measure. The new measure is shown to be much less conservative than the existing one. The new sampling strategy enables the definition of efficient hierarchical sample reuse algorithms that reduce significantly the computational complexity and make it independent of the dimension of the uncertainty space. Moreover, we show that there exists a one to one correspondence between the new and the existing robustness measures and provide a computationally simple algorithm to derive one from the other.

Full work available at URL: https://arxiv.org/abs/0707.0823

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zbMATH Keywords

computational complexityrandomized algorithmsrisk analysisrobustness analysisuncertain system

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Sensitivity (robustness) (93B35) Control/observation systems with incomplete information (93C41) Stochastic systems in control theory (general) (93E03)

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Cited In (10)

• Title not available (Why is that?)
• Semismooth Reformulation and Nonsmooth Newton’s Method for Solving Nonlinear Semidefinite Programming
• An approximate method of statistical analysis of control failure in control systems
• Probabilistic Robustness Analysis—Risks, Complexity, and Algorithms
• A probabilistic solution of robustH_∞control problem with scaled matrices
• Design of complex systems in the presence of large uncertainties: a statistical approach
• A new probabilistic robust control approach for system with uncertain parameters
• Properties of nonlinear confidence estimates for statistically uncertain systems
• Identification of probabilistic system uncertainty regions by explicit evaluation of bias and variance errors
• Sample Reuse Techniques of Randomized Algorithms for Control under Uncertainty

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