Probabilistic model validation for uncertain nonlinear systems

被引：18
作者：
Halder, Abhishek [1 ]
Bhattacharya, Raktim [1 ]
机构：
[1] Texas A&M Univ, Dept Aerosp Engn, College Stn, TX 77843 USA
来源：
AUTOMATICA | 2014年 / 50卷 / 08期
基金：
美国国家科学基金会;
关键词：
Model validation; Uncertainty propagation; Optimal transport; Wasserstein distance; TRANSPORTATION COST; ROBUST-CONTROL; DISTRIBUTIONS; METRICS; TIME;
D O I：
10.1016/j.automatica.2014.05.026
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper presents a probabilistic model validation methodology for nonlinear systems in time-domain. The proposed formulation is simple, intuitive, and accounts both deterministic and stochastic nonlinear systems with parametric and nonparametric uncertainties. Instead of hard invalidation methods available in the literature, a relaxed notion of validation in probability is introduced. To guarantee provably correct inference, algorithm for constructing probabilistically robust validation certificate is given along with computational complexities. Several examples are worked out to illustrate its use. (C) 2014 Elsevier Ltd. All rights reserved.
引用
收藏
页码：2038 / 2050
页数：13
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