DocumentCode :
1743631
Title :
Random spherical uncertainty in estimation and robustness
Author :
Polyak, Boris T. ; Shcherbakov, Pavel S.
Author_Institution :
Inst. for Control Sci., Moscow, Russia
Volume :
4
fYear :
2000
fDate :
2000
Firstpage :
3339
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 :
multidimensional systems; parameter estimation; probability; random processes; robust control; uncertain systems; affine polynomial families; attainability sets; dynamical systems; estimation; exact probability distribution; linear function; multidimensional space; parameter estimation; random spherical uncertainty; random vector; robust stability; robustness; Control theory; Ellipsoids; Kalman filters; Least squares approximation; Parameter estimation; Polynomials; Robust stability; Robustness; Uncertainty; Vectors;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
ISSN :
0191-2216
Print_ISBN :
0-7803-6638-7
Type :
conf
DOI :
10.1109/CDC.2000.912216
Filename :
912216
Link To Document :
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