A probabilistic framework for problems with real structured uncertainty in systems and control

The objective of this paper is twofold. First, the problem of generation of real random matrix samples with uniform distribution in structured (spectral) norm bounded sets is studied. This includes an analysis of the distribution of the singular values of uniformly distributed real matrices, and an e cient (i.e. polynomial-time) algorithm for their generation. Second, it is shown how the developed techniques may be used to solve in a probabilistic setting several hard problems involving systems subject to real structured uncertainty. ? 2002 Elsevier Science Ltd. All rights reserved.

• Type: Journal
• Year: 2002
• Where: AUTOMATICA
• Authors: Giuseppe Carlo Calafiore, Fabrizio Dabbene
• Keywords: AUTOMATICA 2002, Real Random Matrix, Real Structured Uncertainty, Uniform Distribution