Stochastic ellipsoid methods for robust control: Multiple updates and multiple cuts

DOI10.1016/J.AUTOMATICA.2010.05.008MaRDI QIDQ608445zbMATH OpenOpenAlexFDO

Authors Takayuki Wada, Yasumasa Fujisaki

Publication date 25 November 2010

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2010.05.008

zbMATH Keywords

randomized algorithmsrobust controlparameter-dependent linear matrix inequalitiesprobabilistic robustnessrobust feasibility problemsstochastic ellipsoid methods

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35)

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Cites work

• scientific article; zbMATH DE number 4014909 (Why is no real title available?)
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• A class of rank-two ellipsoid algorithms for convex programming
• A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
• A probabilistic framework for problems with real structured uncertainty in systems and control
• An ellipsoid algorithm for probabilistic robust controller design
• Family of algorithms for solving convex programming problems
• Feature Article—The Ellipsoid Method: A Survey
• Guaranteed cost regulator design: a probabilistic solution and a randomized algorithm
• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
• Modifications and implementation of the ellipsoid algorithm for linear programming
• On square roots of M-matrices
• Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities
• Probabilistic design of LPV control systems.
• Randomized algorithms for probabilistic robustness with real and complex structured uncertainty.
• The uniform distribution: A rigorous justification for its use in robustness analysis

Cited in

(2)

• The Randomized Ellipsoid Algorithm for Constrained Robust Least Squares Problems
• A probabilistic ellipsoid algorithm for linear optimization problems with uncertain LMI constraints

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