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Randomized Algorithms for Probabilistic Optimal Robust Performance Controller Design 被引量:1
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作者 宋春雷 谢玲 《Journal of Beijing Institute of Technology》 EI CAS 2004年第1期15-19,共5页
Polynomial-time randomized algorithms were constructed to approximately solve optimal robust performance controller design problems in probabilistic sense and the rigorous mathematical justification of the approach wa... Polynomial-time randomized algorithms were constructed to approximately solve optimal robust performance controller design problems in probabilistic sense and the rigorous mathematical justification of the approach was given. The randomized algorithms here were based on a property from statistical learning theory known as (uniform) convergence of empirical means (UCEM). It is argued that in order to assess the performance of a controller as the plant varies over a pre-specified family, it is better to use the average performance of the controller as the objective function to be optimized, rather than its worst-case performance. The approach is illustrated to be efficient through an example. 展开更多
关键词 randomized algorithms statistical learning theory uniform convergence of empirical means (UCEM) probabilistic optimal robust performance controller design
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