DocumentCode
439079
Title
Probabilistic model validation problems with H∞ type uncertainties
Author
Liu, Wenguo ; Chen, Jie
Author_Institution
Dept. of Electr. Eng., California Univ., Riverside, CA, USA
fYear
2005
fDate
8-10 June 2005
Firstpage
1539
Abstract
A mixed deterministic/probabilistic model validation problem is investigated in this paper, which consists in an additive uncertain model with uncertainty characterized by the H∞ norm, and time-domain experimental data corrupted by a Gaussian noise sequence. Our aim is to compute the probability for such an uncertain model to be invalidated by the data, and our main results are bounds on this probability that are computable based on the statistics of chi-square random variables.
Keywords
Gaussian noise; H∞ control; deterministic algorithms; probability; time-domain analysis; uncertain systems; Gaussian noise sequence; H∞ type uncertainties; additive uncertain model; chi-square random variables; deterministic model; probabilistic model validation; time-domain experimental data; Additive noise; Data engineering; Gaussian noise; Measurement uncertainty; Noise measurement; Probability; Random variables; Statistics; System identification; Time domain analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2005. Proceedings of the 2005
ISSN
0743-1619
Print_ISBN
0-7803-9098-9
Electronic_ISBN
0743-1619
Type
conf
DOI
10.1109/ACC.2005.1470186
Filename
1470186
Link To Document