CIFASIS   20631
CENTRO INTERNACIONAL FRANCO ARGENTINO DE CIENCIAS DE LA INFORMACION Y DE SISTEMAS
Unidad Ejecutora - UE
congresos y reuniones científicas
Título:
Computation of Continuous-Time Probabilistic Invariant Sets and Ultimate Bounds
Autor/es:
KOFMAN, ERNESTO; DE DONA, JOSE ADRIAN; SERON, MARIA; PIZZI, NOELIA
Lugar:
Cape Town
Reunión:
Congreso; The 19th World Congress of the International Federation of Automatic Control; 2014
Resumen:
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.