Computation of continuous-time probabilistic invariant sets and ultimate bounds

Title: Computation of continuous-time probabilistic invariant sets and ultimate bounds
Creator: Kofman, Ernesto; De Dona, Jose Adrian; Seron, Maria; Pizzi, Noelia
Relation: 19th IFAC World Congress 2014. Proceedings of the 19th IFAC World Congress, 2014 (Cape Town, South Africa 24-29 August, 2014) p. 6514-6519
Publisher Link: http://dx.doi.org/10.3182/20140824-6-ZA-1003.01996
Publisher: International Federation of Automatic Control
Resource Type: conference paper
Date: 2014
Description: The concepts of ultimate bounds and invariant sets play a key role in several control theory problems, as they replace the notion of asymptotic stability in the presence of unknown disturbances. However, when the disturbances are unbounded, as in the case of Gaussian white noise, no ultimate bounds nor invariant sets can in general be found. To overcome this limitation we introduced, in previous work, the notions of probabilistic ultimate bound (PUB) and probabilistic invariant set (PIS) for discrete-time systems. This article extends the notions of PUB and PIS to continuous-time systems, studying their main properties and providing tools for their calculation. An application of these concepts to robust control design is also presented.
Subject: linear systems; time-invariant systems; disturbance rejection (linear case)
Identifier: http://hdl.handle.net/1959.13/1067954
Identifier: uon:18514
Identifier: ISBN:9783902823625
Language: eng
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