Stability analysis of stochastic systems using polynomial chaos Conference Paper

abstract

• A novel framework for stability analysis of linear and polynomial stochastic systems is presented. The framework is built on generalized polynomial chaos theory, which enables analysis of dynamical systems with probabilistic uncertainty on system parameters with various distributions. The theory allows for the transformation of stochastic problems into a higher dimensional deterministic problem, that is able to accurately approximate the evolution of uncertainty in the state trajectories due to stochastic system parameters. The developed theory is applied to analyze a linear flight control design for an F-16 aircraft model. The problem of generating stability certificates for stochastic polynomial systems is also considered. 2008 AACC.

name of conference

• 2008 American Control Conference

authors

• Bhattacharya, Raktim

published proceedings

• 2008 AMERICAN CONTROL CONFERENCE, VOLS 1-12

author list (cited authors)

• Fisher, J., & Bhattacharya, R.

citation count

• 31

complete list of authors

• Fisher, James||Bhattacharya, Raktim

publication date

• June 2008

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• Proceedings of the ... American Control Conference. American Control Conference  Journal

keywords

• 40 Engineering
• 4007 Control Engineering, Mechatronics And Robotics
• 49 Mathematical Sciences
• 4901 Applied Mathematics

Digital Object Identifier (DOI)

• 10.1109/ACC.2008.4587161

International Standard Book Number (ISBN) 13

• 978-1-4244-2078-0

start page

• 4250

end page

• 4255

URL

• http://dx.doi.org/10.1109/acc.2008.4587161