Random spherical uncertainty in estimation and robustness

A theorem is formulated that gives an exact probability distribution for a linear function of a random vector uniformly distributed over a ball in n-dimensional space. This mathematical result is illustrated via applications to a number of important problems of estimation and robustness under spheri...

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Bibliographic Details
Main Authors: Polyak, B.T., Shcherbakov, P.S.
Format: Conference Proceeding
Language:English
Subjects:
Control theory
Ellipsoids
Kalman filters
Least squares approximation
Parameter estimation
Polynomials
Robust stability
Robustness
Uncertainty
Vectors
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Description
Summary:A theorem is formulated that gives an exact probability distribution for a linear function of a random vector uniformly distributed over a ball in n-dimensional space. This mathematical result is illustrated via applications to a number of important problems of estimation and robustness under spherical uncertainty. These include parameter estimation, characterization of attainability sets of dynamical systems, and robust stability of affine polynomial families.
ISSN:0191-2216
DOI:10.1109/CDC.2000.912216