Title :
On the sample complexity of randomized approaches to the analysis and design under uncertainty
Author :
Alamo, T. ; Tempo, R. ; Luque, Antonio
Author_Institution :
Dept. de Ing. de Sist. y Autom., Univ. de Sevilla, Sevilla, Spain
fDate :
June 30 2010-July 2 2010
Abstract :
In this paper, we study the sample complexity of probabilistic methods for control of uncertain systems. In particular, we show the role of the binomial distribution for some problems involving analysis and design of robust controllers with finite families. We also address the particular case in which the design problem can be formulated as an uncertain convex optimization problem. The results of the paper provide simple explicit sample bounds to guarantee that the obtained solutions meet some pre-specified probabilistic specifications.
Keywords :
computational complexity; control system synthesis; optimisation; probability; robust control; uncertain systems; binomial distribution; convex optimization problem; probabilistic methods; randomized approaches; robust controllers; sample complexity; Algorithm design and analysis; Control systems; Design methodology; Design optimization; Feedback; Probability distribution; Robust control; Statistical learning; Uncertain systems; Uncertainty; probabilistic robustness; randomized algorithms; sample complexity; uncertain systems;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5531078
