摘要翻译:
本文对鲁棒控制设计的基石“最坏情况”方法提出了一个批判性的观点。我们的论点是,盲目接受最坏的情况可能会导致设计实际上比基于内置风险因素的概率技术的设计更危险。真正的问题是建模。如果人们承认不确定的数学模型是完美的,那么概率方法可以导致更可靠的控制,即使它不能保证所有可能的情况下的稳定性。我们的演示基于案例分析。我们首先确定,最坏的情况不一定“包罗万象”。事实上,我们证明了对于某些不确定控制问题,要有一个传统的鲁棒控制解,就必须作出一些排除某些可行情况的假设。一旦我们确立了这一点,我们就会认为,在最坏情况设计中,不明情况的风险大于概率方法中可接受的风险并不罕见。通过一个例子,我们对风险进行了量化,并表明最坏情况下的风险可能更大。最后,我们结合已有的计算复杂度和概率鲁棒性的结果,论证了确定性最坏情况分析并不一定是更好的工具。
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英文标题:
《Risk Analysis in Robust Control -- Making the Case for Probabilistic
Robust Control》
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作者:
Xinjia Chen, Jorge Aravena and Kemin Zhou
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最新提交年份:
2007
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分类信息:
一级分类:Mathematics 数学
二级分类:Optimization and Control 优化与控制
分类描述:Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学,线性规划,控制论,系统论,最优控制,博弈论
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一级分类:Computer Science 计算机科学
二级分类:Systems and Control 系统与控制
分类描述:cs.SY is an alias for eess.SY. This section includes theoretical and experimental research covering all facets of automatic control systems. The section is focused on methods of control system analysis and design using tools of modeling, simulation and optimization. Specific areas of research include nonlinear, distributed, adaptive, stochastic and robust control in addition to hybrid and discrete event systems. Application areas include automotive and aerospace control systems, network control, biological systems, multiagent and cooperative control, robotics, reinforcement learning, sensor networks, control of cyber-physical and energy-related systems, and control of computing systems.
cs.sy是eess.sy的别名。本部分包括理论和实验研究,涵盖了自动控制系统的各个方面。本节主要介绍利用建模、仿真和优化工具进行控制系统分析和设计的方法。具体研究领域包括非线性、分布式、自适应、随机和鲁棒控制,以及混合和离散事件系统。应用领域包括汽车和航空航天控制系统、网络控制、生物系统、多智能体和协作控制、机器人学、强化学习、传感器网络、信息物理和能源相关系统的控制以及计算系统的控制。
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一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、
数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
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英文摘要:
This paper offers a critical view of the "worst-case" approach that is the cornerstone of robust control design. It is our contention that a blind acceptance of worst-case scenarios may lead to designs that are actually more dangerous than designs based on probabilistic techniques with a built-in risk factor. The real issue is one of modeling. If one accepts that no mathematical model of uncertainties is perfect then a probabilistic approach can lead to more reliable control even if it cannot guarantee stability for all possible cases. Our presentation is based on case analysis. We first establish that worst-case is not necessarily "all-encompassing." In fact, we show that for some uncertain control problems to have a conventional robust control solution it is necessary to make assumptions that leave out some feasible cases. Once we establish that point, we argue that it is not uncommon for the risk of unaccounted cases in worst-case design to be greater than that of the accepted risk in a probabilistic approach. With an example, we quantify the risks and show that worst-case can be significantly more risky. Finally, we join our analysis with existing results on computational complexity and probabilistic robustness to argue that the deterministic worst-case analysis is not necessarily the better tool.
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PDF链接:
https://arxiv.org/pdf/707.0878