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