Title :
Random spherical uncertainty in estimation and robustness
Author :
Polyak, B.T. ; Shcherbakov, P.S.
Author_Institution :
Inst. for Control Sci., Moscow, Russia
fDate :
11/1/2000 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on