• DocumentCode
    1411641
  • Title

    Random spherical uncertainty in estimation and robustness

  • Author

    Polyak, B.T. ; Shcherbakov, P.S.

  • Author_Institution
    Inst. for Control Sci., Moscow, Russia
  • Volume
    45
  • Issue
    11
  • fYear
    2000
  • fDate
    11/1/2000 12:00:00 AM
  • Firstpage
    2145
  • Lastpage
    2150
  • Abstract
    A theorem is formulated that gives an exact probability distribution for a linear function of a random vector uniformly distributed over a ball in n-dimensional space. This mathematical result is illustrated via applications to a number of important problems of estimation and robustness under spherical uncertainty. These include parameter estimation, characterization of attainability sets of dynamical systems, and robust stability of affine polynomial families.
  • Keywords
    parameter estimation; probability; stability; uncertain systems; affine polynomial families; attainability sets; dynamical systems; exact probability distribution; linear function; random spherical uncertainty; random vector; robust stability; uniform distribution; Computational complexity; Control theory; Parameter estimation; Polynomials; Probability distribution; Robust stability; Robustness; State estimation; Uncertainty; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.887645
  • Filename
    887645