dc.creator | Alamo, Teodoro | es |
dc.creator | Tempo, Roberto | es |
dc.creator | Luque Sendra, Amalia | es |
dc.creator | Ramírez, Daniel R. | es |
dc.date.accessioned | 2016-07-15T12:13:06Z | |
dc.date.available | 2016-07-15T12:13:06Z | |
dc.date.issued | 2014 | |
dc.identifier.citation | Álamo, T., Tempo, R., Luque Sendra, A. y Ramírez, D.R. (2014). Randomized methods for design of uncertain systems: Sample complexity and sequential algorithms. Automática, 52, 1-16. | |
dc.identifier.issn | 0005-1098 | es |
dc.identifier.uri | http://hdl.handle.net/11441/43699 | |
dc.description.abstract | In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the binomial distribution and related tail inequalities, and compute th
e sample complexity. This contribution significantly improves the
existing results by reducing the number of required samples in the andomized algorithm. These results are then applied to the analysis of worst-case performance and design with robust optimization. The second contribution of the paper is to introduce a general class of sequential algorithms, denote das Sequential Probabilistic Validation (SPV). In these se
quential algorithms, at each iteration, a candidate solution is prob
abilistically validated, and corrected if necessary, to me et the required
specifications. The results we derive provide the sample com
plexity which guarantees that the solutions obtained with SPV
algorithms meet some pre-specified probabilistic accuracy
and confidence. The performance of these algorithms is illus
trated and compared with other existing methods using a numerical e
xample dealing with robust system identification. | es |
dc.description.sponsorship | MCYT . European Commission DPI2010-21589-C05-01 | es |
dc.description.sponsorship | MCYT . European Commission DPI2013-48243-C2-2R | es |
dc.description.sponsorship | MCYT . European Commission FP7-257462 | es |
dc.description.sponsorship | European Union Seventh Framework Programme FP7/2007-2013 | es |
dc.description.sponsorship | 257462 HYCON2 Network of Excellence | es |
dc.format | application/pdf | es |
dc.language.iso | eng | es |
dc.publisher | Elsevier | es |
dc.relation.ispartof | Automática, 52, 1-16. | es |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Randomized and probabilistic algorithms | es |
dc.subject | Uncertain systems | es |
dc.subject | Sample complexity | es |
dc.title | Randomized methods for design of uncertain systems: Sample complexity and sequential algorithms | es |
dc.type | info:eu-repo/semantics/article | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.type.version | info:eu-repo/semantics/submittedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Ingeniería del Diseño | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Ingeniería de Sistemas y Automática | es |
dc.relation.projectID | info:eu-repo/grantAgreement/EC/FP7/257462 | |
dc.relation.publisherversion | www.sciencedirect.com/science/article/pii/c | es |
dc.relation.publisherversion | https://doi.org/10.1016/j.automatica.2014.11.004 | |
dc.identifier.doi | 10.1016/j.automatica.2014.11.004 | es |
idus.format.extent | 16 | es |
idus.validador.nota | Preprint descargado de ArXiv | es |
dc.journaltitle | Automática | es |
dc.publication.volumen | 52 | es |
dc.publication.initialPage | 1 | es |
dc.publication.endPage | 16 | es |
dc.identifier.idus | https://idus.us.es/xmlui/handle/11441/43699 | |