arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2004.06960eess.SYcs.SYmath.OC
收藏

具有关联扰动的线性系统的概率可达不变集

Probabilistic reachable and invariant sets for linear systems with correlated disturbance

Mirko Fiacchini, Teodoro Alamo

摘要:

本文提出了一种确定和计算随机扰动激励下线性离散系统概率可达集和概率不变集的构造性方法。扰动信号的样本不被假定为不相关的,仅假定相关矩阵上的界是已知的。引入了相关界的概念,并将其用于确定概率可达集和概率不变集。基于凸优化理论,给出了它们的计算方法。

英文摘要:

In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not assumed to be uncorrelated, only a bound on the correlation matrices is supposed to be known. The concept of correlation bound is introduced and employed to determine probabilistic reachable sets and probabilistic invariant sets. Constructive methods for their computation, based on convex optimization, are given.

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。

↑