Propagation of conic model uncertainty in hierarchical systems

Abstract

Conic sectors are used for analysis of stability and modeling uncertainty propagation in interconnected systems with a hierarchical structure. For large systems that can be readily decomposed into sparsely interconnected groups subsystems, sub-subsystems, sub-sub-subsystems, etc., analysis is greatly facilitated: formulas for conic uncertainty propagation and stability analysis are applied successively to the various groups, beginning at the bottom of the hierarchy and moving up one level at a time. At each level of the hierarchy the results both test stability and yield tight cone bounds on the modeling uncertainty in terms of the cone parameters at the level immediately below.