Title :
A new probabilistic robust optimization method
Author :
Yue, Hong ; Jiang, Weisun
Author_Institution :
Res. Inst. of Autom, East China Univ. of Sci. & Technol., Shanghai, China
Abstract :
Within the framework of probabilistic description, the probabilistic robust optimization (PRO) method has been developed for parametric uncertain systems by replacing the conventional hard bounds with the soft bounds. The parameter space has been regarded as an entirety with probabilistic weighted performances as the optimization performance. Simulation results demonstrate the advantage of the new method over the conventional approaches as it takes all parametric perturbations into account
Keywords :
optimal control; probability; robust control; uncertain systems; parametric perturbations; parametric uncertain systems; probabilistic robust optimization method; probabilistic weighted performances; Automation; Optimization methods; Probability distribution; Random variables; Robust control; Robustness; Space technology; Stability; Uncertain systems; Uncertainty;
Conference_Titel :
Systems, Man, and Cybernetics, 1996., IEEE International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-3280-6
DOI :
10.1109/ICSMC.1996.565493