Name
Abstract | ||
|---|---|---|
This paper analyzes stochastic linear discrete-time processes, whose process noise sequence consists of independent and uniformly distributed random variables on given zonotopes. We propose a cumulant-based approach for approximating both the transient and limit distributions of the associated state sequence. The method relies on a novel class of k-symmetric Lyapunov equations, which are used to construct explicit expressions for the cumulants. The state distribution is recovered via a generalized Gram–Charlier expansion with respect to products of a multivariate variant of Wigner’s semicircle distribution using Chebyshev polynomials of the second kind. This expansion converges uniformly, under surprisingly mild conditions, to the exact state distribution of the system. A robust feedback control synthesis problem is used to illustrate the proposed approach. |
Year | DOI | Venue |
|---|---|---|
2020 | 10.1016/j.automatica.2019.108652 | Automatica |
Keywords | Field | DocType |
Lyapunov equations,Robust control,Stochastic processes,Linear systems | Chebyshev polynomials,Applied mathematics,Lyapunov function,Mathematical optimization,Random variable,Linear system,Expression (mathematics),Multivariate statistics,Cumulant,Mathematics,Control synthesis | Journal |
Volume | Issue | ISSN |
111 | 1 | 0005-1098 |
Citations | PageRank | References |
2 | 0.40 | 0 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Mario Eduardo Villanueva | 1 | 33 | 6.10 |
| Boris Houska | 2 | 214 | 26.14 |