Probabilistic model validation problems with ℋ∞ type uncertainties

Wenguo Liu; Jie Chen

doi:10.1109/ACC.2005.1470186

Probabilistic model validation problems with ℋ_∞ type uncertainties

Wenguo Liu
, Jie Chen^*

^*Corresponding author for this work

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

4 Citations (Scopus)

Abstract

A mixed deterministic/probabilistic model validation problem is investigated in this paper, which consists in an additive uncertain model with uncertainty characterized by the ℋ_∞ norm, and time-domain experimental data corrupted by a Gaussian noise sequence. Our aim is to compute the probability for such an uncertain model to be invalidated by the data, and our main results are bounds on this probability that are computable based on the statistics of chi-square random variables. © 2005 AACC.

Original language	English
Title of host publication	Proceedings of the 2005 American Control Conference
Publisher	IEEE
Pages	1539-1544
Volume	3
ISBN (Electronic)	0-7803-9099-7
ISBN (Print)	0-7803-9098-9
DOIs	https://doi.org/10.1109/ACC.2005.1470186
Publication status	Published - 2005
Externally published	Yes
Event	2005 American Control Conference (ACC 2005) - Portland, United States Duration: 8 Jun 2005 → 10 Jun 2005 https://ieeexplore.ieee.org/xpl/conhome/9861/proceeding

Publication series

Name	Proceedings of the American Control Conference
ISSN (Print)	0743-1619

Conference

Conference	2005 American Control Conference (ACC 2005)
Place	United States
City	Portland
Period	8/06/05 → 10/06/05
Internet address	https://ieeexplore.ieee.org/xpl/conhome/9861/proceeding

Research Keywords

ℋ∞ norm
Gaussian noise
Probabilistic model validation
Uncertain model

Access Output

10.1109/ACC.2005.1470186

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Cite this

@inproceedings{4d3963da53f2452aa9c638dc92776dec,

title = "Probabilistic model validation problems with ℋ∞ type uncertainties",

abstract = "A mixed deterministic/probabilistic model validation problem is investigated in this paper, which consists in an additive uncertain model with uncertainty characterized by the ℋ∞ norm, and time-domain experimental data corrupted by a Gaussian noise sequence. Our aim is to compute the probability for such an uncertain model to be invalidated by the data, and our main results are bounds on this probability that are computable based on the statistics of chi-square random variables. {\textcopyright} 2005 AACC.",

keywords = "ℋ∞ norm, Gaussian noise, Probabilistic model validation, Uncertain model",

author = "Wenguo Liu and Jie Chen",

year = "2005",

doi = "10.1109/ACC.2005.1470186",

language = "English",

isbn = "0-7803-9098-9",

volume = "3",

series = "Proceedings of the American Control Conference",

publisher = "IEEE",

pages = "1539--1544",

booktitle = "Proceedings of the 2005 American Control Conference",

address = "United States",

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Probabilistic model validation problems with ℋ_∞ type uncertainties. / Liu, Wenguo; Chen, Jie.
Proceedings of the 2005 American Control Conference. Vol. 3 IEEE, 2005. p. 1539-1544 (Proceedings of the American Control Conference).

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

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