Title
A new statistical approach for the analysis of uncertain systems.
Abstract
This paper addresses the issues of conservativeness and computational complexity of probabilistic robustness analysis. The authors 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, the authors 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.
Year
DOI
Venue
2009
10.1007/s11424-009-9144-z
J. Systems Science & Complexity
Keywords
Field
DocType
robustness analysis,uncertain system,risk analysis,uncertain system.,computational complexity,robustness analysjs,randomized algorithms,randomized algorithm
Randomized algorithm,Mathematical optimization,Reuse,Computer science,Probabilistic analysis of algorithms,Robustness (computer science),Sampling (statistics),SIMPLE algorithm,Probabilistic logic,Computational complexity theory
Journal
Volume
Issue
ISSN
22
1
1559-7067
Citations 
PageRank 
References 
1
0.36
12
Authors
3
Name
Order
Citations
PageRank
Xinjia Chen14712.21
Kemin Zhou237259.31
Jorge Aravena341.11