Abstract
Stochastic robustness, a simple technique used to estimate the stability and performance robustness of linear, time-invariant systems, is described. The scalar probability of instability is introduced as a measure of stability robustness. Examples are given of stochastic performance robustness measures based on classical time-domain specifications. The relationship between stochastic robustness measures and control system design parameters is discussed. The technique is demonstrated by analysing an LQG/LTR system designed for a flexible robot arm. It is concluded that the analysis of stochastic robustness offers a good alternative to existing robustness metrics. It has direct bearing on engineering objectives, and it is appropriate for evaluating robust control system synthesis methods currently practised.
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