Radial and Uniform Distributions in Vector and Matrix Spaces for Probabilistic Robustness

  • Giuseppe Calafiore
  • Fabrizio Dabbene
  • Roberto Tempo

Abstract

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.

Keywords

Covariance Tempo Doyle 

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Copyright information

© Springer-Verlag London 1999

Authors and Affiliations

  • Giuseppe Calafiore
    • 1
  • Fabrizio Dabbene
    • 2
  • Roberto Tempo
    • 2
  1. 1.Dipartimento di Automatica e InformaticaPolitecnico di TorinoItaly
  2. 2.Politecnico di TorinoCENS-CNRItaly

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