Probabilistic output admissible set for systems with time-varying uncertainties

This paper considers time-varying uncertain constrained systems, and develops a method for computing a probabilistic output admissible (POA) set. This set consists of the initial states probabilistically assured to satisfy the constraint. The time-invariant counterpart has already been investigated in Hatanaka and Takaba [Computations of probabilistic output admissible set for uncertain constrained systems, Automatica 44 (2) (2008), to appear]. We first define the POA set for time-varying uncertainties with finite dimensional probability space. Then, we show that an algorithm similar to Hatanaka and Takaba [Computations of probabilistic output admissible set for uncertain constrained systems, Automatica 44 (2) (2008), to appear] provides the POA set also in the time-varying case, as long as an upper bound of a what we call future output admissibility (FOA) index is available. We moreover present two methods for computing the upper bound of the FOA index: probabilistic and deterministi...

• Type: Journal
• Year: 2008
• Where: SCL
• Authors: Takeshi Hatanaka, Kiyotsugu Takaba
• Keywords: Admissible Set, Probabilistic Output, SCL 2008, Uncertain Constrained Systems