Probabilistic model validation for uncertain nonlinear systems Academic Article

abstract

• 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.

authors

• Bhattacharya, Raktim

published proceedings

• AUTOMATICA

author list (cited authors)

• Halder, A., & Bhattacharya, R.

citation count

• 13

complete list of authors

• Halder, Abhishek||Bhattacharya, Raktim

publication date

• August 2014

publisher

• Elsevier  Publisher

published in

• Automatica  Journal

keywords

• Model Validation
• Optimal Transport
• Uncertainty Propagation
• Wasserstein Distance

Digital Object Identifier (DOI)

• 10.1016/j.automatica.2014.05.026

start page

• 2038

end page

• 2050

volume

• 50

issue

• 8

URL

• http://dx.doi.org/10.1016/j.automatica.2014.05.026