Scenario based optimisation over uncertain system identification models

DOI10.1016/J.AUTOMATICA.2024.111686MaRDI QIDQ6566768zbMATH OpenFDO

Authors Xiaopuwen Wang, Erik Weyer

Publication date 3 July 2024

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2024.111686

zbMATH Keywords

identification methodsoptimisation under uncertaintiesrandomised methodsscenario optimisation

Mathematics Subject Classification ID

System identification (93B30) Design techniques (robust design, computer-aided design, etc.) (93B51)

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Cites work

• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Asymptotic properties of SPS confidence regions
• scientific article; zbMATH DE number 44386 (Why is no real title available?)
• Introduction to the Scenario Approach
• On Conditional Risk Assessments in Scenario Optimization
• Randomized algorithms for analysis and control of uncertain systems. With applications
• Robust optimization-methodology and applications
• Sign-Perturbed Sums: A New System Identification Approach for Constructing Exact Non-Asymptotic Confidence Regions in Linear Regression Models
• The Scenario Approach to Robust Control Design
• Wait-and-judge scenario optimization

Cited in

(1)

• Probabilistic reachable sets of stochastic nonlinear systems with contextual uncertainties

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