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Statistics > Applications

arXiv:0707.0823 (stat)
[Submitted on 5 Jul 2007]

Title:A Statistical Theory for the Analysis of Uncertain Systems

Authors:Xinjia Chen, Kemin Zhou, Jorge L. Aravena
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Abstract: 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.
Comments: 32 pages, 15 figures
Subjects: Applications (stat.AP); Dynamical Systems (math.DS)
Cite as: arXiv:0707.0823 [stat.AP]
  (or arXiv:0707.0823v1 [stat.AP] for this version)
  https://doi.org/10.48550/arXiv.0707.0823
Journal reference: Proceeding of Joint Meeting of Statistics, pp. 1656--1663, Salt Lake City, 2007

Submission history

From: Xinjia Chen [view email]
[v1] Thu, 5 Jul 2007 16:12:32 UTC (210 KB)
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