• 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