Title :
Computation of the worst-case covariance for linear systems with uncertain parameters
Author :
Balakrishnan, V. ; Boyd, S.
Author_Institution :
Dept. of Electr. Eng., Stanford Univ., CA, USA
Abstract :
For a class of linear systems with unknown parameters that lie in intervals, the authors present a branch and bound algorithm for computing the worst-case covariance of the state. An example is presented
Keywords :
linear systems; matrix algebra; stability; branch and bound algorithm; linear systems; matrix algebra; stability; uncertain parameters; worst-case covariance; Eigenvalues and eigenfunctions; Equations; Information systems; Laboratories; Linear systems; Noise measurement; Robust stability; Robustness; Vectors; White noise;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261754
