一种鲁棒的不确定矩Unscented变换
A Robust Unscented Transformation for Uncertain Moments
摘要：
本文提出了一种适用于一维随机变量的鲁棒无迹变换（UT）。假设矩不完全已知，但已知存在于间隔中。在这种情况下，矩匹配方程被重新制定为一个系统的多项式方程和不等式，并建议使用的Chebychev中心的解决方案集作为一个强大的UT。这种方法产生一个参数化的多项式最优化问题，尽管是NP-Hard，可以放松本文提出的一些算法。
英文摘要：
This paper proposes a robust version of the unscented transform (UT) for one-dimensional random variables. It is assumed that the moments are not exactly known, but are known to lie in intervals. In this scenario, the moment matching equations are reformulated as a system of polynomial equations and inequalities, and it is proposed to use the Chebychev center of the solution set as a robust UT. This method yields a parametrized polynomial optimization problem, which in spite of being NP-Hard, can be relaxed by some algorithms that are proposed in this paper.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
