Name
Title | ||
|---|---|---|
Probabilistic enhancement of classical robustness margins: a class of nonsymmetric distributions |
Abstract | ||
|---|---|---|
Abstract The focal point of this paper is a control system subject to parametric uncertainty. Motivated by recent results in the newly emergent area of Distributional Robustness, we address the problem of risk assessment when the classical robustness margin is exceeded, without a priori knowledge of the distribution of the uncertain parameters. The only assumption is that the distribution belongs to a class F , r contains both symmetric and non symmetric distributions; only unimodality is required. For this class, we provide a new version of the Truncation Principle; i.e., under mild conditions on the performance specications, the assessment of risk of performance violation can be done using only a subset of the admissible distributions, which we call truncated uniform distributions. Also, if the set of uncertainties that verify the performance specications is convex, then it is proven that the risk can be assessed using only the \extremes" of the class of truncated uniform distributions; i.e., the assessment of the risk can be done using only a nite subset of the admissible distributions. These results are then applied in the Linear Matrix Inequality context. Finally, a way of estimating risk is provided for the non convex case. The procedure presented enables the enhancement of robustness margins provided by deterministic methods. Funding for this research is provided by the National Science Foundation under Grant ECS-9984260. To appear in IEEE Transactions on Automatic Control |
Year | DOI | Venue |
|---|---|---|
2003 | 10.1109/TAC.2003.819284 | American Control Conference, 2000. Proceedings of the 2000 |
Keywords | Field | DocType |
Robustness,Differential equations,Delay systems,Eigenvalues and eigenfunctions,Automatic control,Feedback,Distributed computing,MATLAB,Adaptive control,Stability | Truncation,Unimodality,Mathematical optimization,Control theory,Robustness (computer science),Parametric statistics,Probabilistic logic,Robust control,Probability density function,Linear matrix inequality,Mathematics | Journal |
Volume | Issue | ISSN |
48 | 11 | 0743-1619 |
ISBN | Citations | PageRank |
0-7803-5519-9 | 3 | 0.54 |
References | Authors | |
2 | 1 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Constantino M. Lagoa | 1 | 164 | 25.38 |