A Statistical Theory for the Analysis of Uncertain Systems

Details A Statistical Theory for the Analysis of Uncertain Systems A Statistical Theory for the Analysis of Uncertain Systems

2007-07-05

arxiv.org/abs/0707.0823v1

Proceeding of Joint Meeting of Statistics, pp. 1656--1663, Salt Lake City, 2007

Statistics

Applications

32 pages, 15 figures

Scientific paper

This paper addresses the issues of conservativeness and computational complexity of probabilistic robustness analysis. We solve both issues by defining a new sampling strategy and robustness measure. The new measure is shown to be much less conservative than the existing one. The new sampling strategy enables the definition of efficient hierarchical sample reuse algorithms that reduce significantly the computational complexity and make it independent of the dimension of the uncertainty space. Moreover, we show that there exists a one to one correspondence between the new and the existing robustness measures and provide a computationally simple algorithm to derive one from the other.

Affiliated with

Also associated with

No associations

Rating

A Statistical Theory for the Analysis of Uncertain Systems does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A Statistical Theory for the Analysis of Uncertain Systems, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A Statistical Theory for the Analysis of Uncertain Systems will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-569611