Probabilistic μ for rank-one and perturbed rank-one matrices

Mate Manfay, Gary J. Balas, Jozsef Bokor, Laszlo Gerencser

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The structured singular value μ has been widely studied for uncertain dynamical systems. Recently a great attention is paid to the probabilistic μ problem. Instead of computing the conservative worst-case μ we are interested in the probabilistic distribution of μ; given a probability distribution on the set of uncertainties. Traditionally this problem is solved by Monte Carlo algorithms. In this paper we propose analytic methods to compute the probabilistic μ for rank-one and perturbed rank-one matrices. We expect that these results will provide an algorithm that is not as computationally expensive as the linear cut algorithm in [1].

Original languageEnglish
Title of host publication2013 European Control Conference, ECC 2013
PublisherIEEE Computer Society
Pages2357-2361
Number of pages5
ISBN (Print)9783033039629
DOIs
Publication statusPublished - Jan 1 2013
Event2013 12th European Control Conference, ECC 2013 - Zurich, Switzerland
Duration: Jul 17 2013Jul 19 2013

Publication series

Name2013 European Control Conference, ECC 2013

Other

Other2013 12th European Control Conference, ECC 2013
CountrySwitzerland
CityZurich
Period7/17/137/19/13

ASJC Scopus subject areas

  • Control and Systems Engineering

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    Manfay, M., Balas, G. J., Bokor, J., & Gerencser, L. (2013). Probabilistic μ for rank-one and perturbed rank-one matrices. In 2013 European Control Conference, ECC 2013 (pp. 2357-2361). [6669790] (2013 European Control Conference, ECC 2013). IEEE Computer Society. https://doi.org/10.23919/ecc.2013.6669790