A probabilistic framework for problems with real structured uncertainty in systems and control

被引：25

作者：

Calafiore, G

Dabbene, F

机构：

[1] Politecn Torino, Dipartimento Automat & Informat, I-10129 Turin, Italy

[2] Politecn Torino, IRITI, CNR, I-10129 Turin, Italy

来源：

AUTOMATICA | 2002年 / 38卷 / 08期

关键词：

randomized algorithms; robustness; structured real uncertainty;

D O I：

10.1016/S0005-1098(02)00015-8

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The objective of this paper is twofold. First, the problem of generation of real random matrix samples with uniform distribution in structured (spectral) norm bounded sets is studied. This includes an analysis of the distribution of the singular values of uniformly distributed real matrices, and an efficient (i.e. polynomial-time) algorithm for their generation. Second, it is shown how the developed techniques may be used to solve in a probabilistic setting several hard problems involving systems subject to real structured uncertainty. (C) 2002 Elsevier Science Ltd. All rights reserved.

引用

页码：1265 / 1276

页数：12

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