Title :
Computing Hard Bounds for Probabilistic Robustness
Author :
Dabbene, F. ; Lagoa, C. ; Tempo, R.
Author_Institution :
IEIIT-CNR, Politecnico di Torino
Abstract :
In this paper, the problem of estimating the probability of performance is addressed. In contrast to previous results in the area of probabilistic robustness, we present an algorithm providing "hard" deterministic upper and lower bounds on this probability. Emphasis is put on the probability of stability of polynomials whose coefficients are multiaffine functions of the uncertainty. The proposed algorithm is illustrated via numerical examples
Keywords :
computational complexity; polynomials; probability; robust control; uncertain systems; hard bounds; multiaffine functions; numerical examples; polynomials stability; probabilistic robustness; Poles and zeros; Polynomials; Random variables; Robust control; Robustness; Stability; USA Councils; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.377320