Radial and Uniform Distributions in Vector and Matrix Spaces for Probabilistic Robustness
A number of recent papers focused on probabilistic robustness analysis and design of control systems subject to bounded uncertainty This approach is based on randomized algorithms that require generation of vector and matrix samples. In this paper, we provide theoretical results as well as efficient algorithms for the generation of radial and uniform samples in norm-bounded sets.
KeywordsCovariance Tempo Doyle
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