论文标题
具有相关干扰的线性系统的概率到达和不变的集合
Probabilistic reachable and invariant sets for linear systems with correlated disturbance
论文作者
论文摘要
在本文中，提出了一种确定和计算概率到达和不变的线性离散时间系统的建设性方法，并通过随机干扰激发。扰动信号的样本不被认为是不相关的，只有在相关矩阵上的结合。引入并采用了相关结合的概念来确定概率可达集和概率不变集。给出了基于凸优化的计算的建设性方法。
In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not assumed to be uncorrelated, only a bound on the correlation matrices is supposed to be known. The concept of correlation bound is introduced and employed to determine probabilistic reachable sets and probabilistic invariant sets. Constructive methods for their computation, based on convex optimization, are given.
