Abstract
A mixed deterministic/probabilistic model validation problem is investigated in this technical note, which consists in an additive uncertain model with model uncertainty characterized by the H∞ norm. The data available for validation are time-domain experimental data corrupted by a random noise sequence. Our aim is to compute the probability for such an uncertain model to be validated by the data, and our main results are bounds on this probability that are computable based on the distribution of Chi-square random variables when the noise is a Gaussian variable, and solvable as an LMI problem when only statistical information such as the expectation and covariance of the noise are known.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.