TY - GEN

T1 - Probabilistic robustness

T2 - 1998 American Control Conference, ACC 1998

AU - Zhang, J.

AU - Lagoa, C. M.

AU - Barmish, B. R.

N1 - Copyright:
Copyright 2013 Elsevier B.V., All rights reserved.

PY - 1998

Y1 - 1998

N2 - A recently developed new paradigm for probabilistic robustness analysis does not require apriori information about the underlying distribution function for the uncertain parameters; only a mild monotonicity and symmetry assumption is involved. The starting point is exactly the same as in classical robustness theory - a system with uncertain parameters which are only known within given bounds. However, instead of calculating the classical robustness margin for such a system, a risk-adjusted margin is sought. The theory suggests that the "best" way to sample the uncertain parameters is not necessarily the most intuitive way. That is, the sampling distribution to use is not something obvious such as a normal or uniform distribution. The main objective of this paper is to demonstrate that these "counterintuitive" predictions of the theory are not just mathematical possibilities but actually admit physical realizations.

AB - A recently developed new paradigm for probabilistic robustness analysis does not require apriori information about the underlying distribution function for the uncertain parameters; only a mild monotonicity and symmetry assumption is involved. The starting point is exactly the same as in classical robustness theory - a system with uncertain parameters which are only known within given bounds. However, instead of calculating the classical robustness margin for such a system, a risk-adjusted margin is sought. The theory suggests that the "best" way to sample the uncertain parameters is not necessarily the most intuitive way. That is, the sampling distribution to use is not something obvious such as a normal or uniform distribution. The main objective of this paper is to demonstrate that these "counterintuitive" predictions of the theory are not just mathematical possibilities but actually admit physical realizations.

UR - http://www.scopus.com/inward/record.url?scp=0008195595&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0008195595&partnerID=8YFLogxK

U2 - 10.1109/ACC.1998.707060

DO - 10.1109/ACC.1998.707060

M3 - Conference contribution

AN - SCOPUS:0008195595

SN - 0780345304

SN - 9780780345300

T3 - Proceedings of the American Control Conference

SP - 1427

EP - 1428

BT - Proceedings of the 1998 American Control Conference, ACC 1998

Y2 - 24 June 1998 through 26 June 1998

ER -