Presentation + Paper
23 April 2020 Multistage inferential schemes with applications to robustness analysis of control systems
Author Affiliations +
Abstract
A persistence concern of control engineering is the performance of systems in the presence of uncer- tainty. By treating uncertain parameters of systems as random variables, the performance of systems may be formulated as means of random variables. In this paper, we develop multistage schemes for making statistical inference of means of random variables. Such schemes are unprecedentedly e±cient as compared to existing methods, while guaranteed pre-speci¯ed level of credibility. The optimality of the proposed schemes is established by making use of the uniform exponential maximal inequalities. The proposed schemes are applied to robustness analysis of control systems under uncertainty. It is demonstrated the computational complexity of the proposed schemes is substantially lower and inde- pendent of the problem size, as compared to the non-polynomial complexity of the worst-case method of robustness analysis.
Conference Presentation
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Xinjia Chen "Multistage inferential schemes with applications to robustness analysis of control systems", Proc. SPIE 11425, Unmanned Systems Technology XXII, 114250T (23 April 2020); https://doi.org/10.1117/12.2557632
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KEYWORDS
Control systems

Stochastic processes

Computer simulations

Statistical analysis

Analytical research

Monte Carlo methods

Tin

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