A Risk-Adjusted Approach to Model (In)validation

Maria Cecilia Mazzaro, Mario Sznaier, Constantino Manuel Lagoa

    Research output: Contribution to journalConference article

    2 Scopus citations

    Abstract

    This paper presents a risk-adjusted approach to the problem of model (in)validation of LTI systems subject to structured dynamic uncertainty entering the model in LFT form. The proposed method proceeds by sampling the set of admissible uncertainties, with the aim of finding at least one element that together with the candidate model can reproduce the experimental data. If so, the model is not invalidated by the experimental evidence. Otherwise, if no such element exists, the model is invalidated by the data with a certain probability. As we show in the paper, given ε > 0, it is possible to determine a priori the number of samples so that the probability of invalidating a valid model is below ε. Thus, by introducing a relaxation in terms of this risk ε, we can overcome the computational complexity associated with model invalidation in the presence of structured uncertainties.

    Original languageEnglish (US)
    Pages (from-to)3809-3813
    Number of pages5
    JournalProceedings of the American Control Conference
    Volume5
    StatePublished - Nov 7 2003
    Event2003 American Control Conference - Denver, CO, United States
    Duration: Jun 4 2003Jun 6 2003

    All Science Journal Classification (ASJC) codes

    • Electrical and Electronic Engineering

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