Title :
Probabilistic model validation problems with H∞ type uncertainties
Author :
Liu, Wenguo ; Chen, Jie
Author_Institution :
Dept. of Electr. Eng., California Univ., Riverside, CA, USA
Abstract :
A mixed deterministic/probabilistic model validation problem is investigated in this paper, which consists in an additive uncertain model with uncertainty characterized by the H∞ norm, and time-domain experimental data corrupted by a Gaussian noise sequence. Our aim is to compute the probability for such an uncertain model to be invalidated by the data, and our main results are bounds on this probability that are computable based on the statistics of chi-square random variables.
Keywords :
Gaussian noise; H∞ control; deterministic algorithms; probability; time-domain analysis; uncertain systems; Gaussian noise sequence; H∞ type uncertainties; additive uncertain model; chi-square random variables; deterministic model; probabilistic model validation; time-domain experimental data; Additive noise; Data engineering; Gaussian noise; Measurement uncertainty; Noise measurement; Probability; Random variables; Statistics; System identification; Time domain analysis;
Conference_Titel :
American Control Conference, 2005. Proceedings of the 2005
Print_ISBN :
0-7803-9098-9
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2005.1470186
