STOCHASTIC ROBUSTNESS OF LINEAR TIME-INVARIANT CONTROL-SYSTEMS

被引：147

作者：

STENGEL, RF

RAY, LR

机构：

[1] Department of Mechanical and Aerospace Engineering, Princeton University, Princeton

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1991年 / 36卷 / 01期

关键词：

D O I：

10.1109/9.62270

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluation of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variations. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

引用

页码：82 / 87

页数：6

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