Consiglio Nazionale delle Ricerche

Tipo di prodottoArticolo in rivista
TitoloRandomized Methods for Design of Uncertain Systems: Sample Complexity and Sequential Algorithms
Anno di pubblicazione2015
Formato
  • Elettronico
  • Cartaceo
Autore/iT. Alamo, R. Tempo, A. Luque and D. R. Ramirez
Affiliazioni autoriUniv. Seville
Autori CNR e affiliazioni
  • ROBERTO TEMPO
Lingua/e
  • inglese
AbstractIn this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the binomial distribution and related tail inequalities, and compute the sample complexity. This contribution significantly improves the existing results by reducing the number of required samples in the randomized algorithm. These results are then applied to the analysis of worst-case performance and design with robust optimization. The second contribution of the paper is to introduce a general class of sequential algorithms, denoted as Sequential Probabilistic Validation (SPV). In these sequential algorithms, at each iteration, a candidate solution is probabilistically validated, and corrected if necessary, to meet the required specifications. The results we derive provide the sample complexity which guarantees that the solutions obtained with SPV algorithms meet some pre-specified probabilistic accuracy and confidence. The performance of these algorithms is illustrated and compared with other existing methods using a numerical example dealing with robust system identification
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RivistaAutomatica (Oxf.)
Attiva dal 1963
Editore: Pergamon, - Oxford [etc.]
Paese di pubblicazione: Regno Unito
Lingua: multilingue
ISSN: 0005-1098
Titolo chiave: Automatica (Oxf.)
Titolo proprio: Automatica (Oxf.)
Titolo abbreviato: Automatica (Oxf.)
Numero volume della rivista-
Fascicolo della rivista-
DOI10.1016/j.automatica.2014.11.004
Verificato da refereeSì: Internazionale
Stato della pubblicazionePublished version
Indicizzazione (in banche dati controllate)-
Parole chiaveRandomized and probabilistic algorithms; Uncertain systems; Sample complexity
Link (URL, URI)-
Titolo parallelo-
Data di accettazione27/10/2014
Note/Altre informazioniReceived 18 March 2013 Received in revised form 18 July 2014 Accepted 27 October 2014 Available online 10 December 2014
Strutture CNR
  • IEIIT — Istituto di elettronica e di ingegneria dell'informazione e delle telecomunicazioni
Moduli CNR
    Progetti Europei-
    Allegati
    Randomized Methods for Design of Uncertain Systems: Sample Complexity and Sequential Algorithms (documento privato )
    Tipo documento: application/pdf