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Proceedings Paper

Stochastic functional central limit theorems with applications to control of uncertain systems
Author(s): Xinjia Chen
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Paper Abstract

A persistent concern of control engineering is the performance of systems in the presence of uncertainty. In this paper, we consider uncertainties affecting systems as stochastic processes of independent stationary increments. We show that in many situations the performance of an uncertain system can be measured by a function of a parametric stopping time and associated values of stochastic processes. Under some mild regularity conditions, we demonstrate that the performance measure is governed by stochastic functional central limit theorems as the parameters of the stopping time tend to certain values. Such results can be applied to the analysis and design of control systems affected by uncertainties.

Paper Details

Date Published: 13 May 2019
PDF: 14 pages
Proc. SPIE 11021, Unmanned Systems Technology XXI, 110210R (13 May 2019); doi: 10.1117/12.2517378
Show Author Affiliations
Xinjia Chen, Northwestern State Univ. (United States)


Published in SPIE Proceedings Vol. 11021:
Unmanned Systems Technology XXI
Charles M. Shoemaker; Hoa G. Nguyen; Paul L. Muench, Editor(s)

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