Stochastic functional central limit theorems with applications to control of uncertain systems

Xinjia Chen

doi:10.1117/12.2517378

13 May 2019 Stochastic functional central limit theorems with applications to control of uncertain systems

Xinjia Chen

Proceedings Volume 11021, Unmanned Systems Technology XXI; 110210R (2019) https://doi.org/10.1117/12.2517378
Event: SPIE Defense + Commercial Sensing, 2019, Baltimore, MD, United States

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.

Citation Download Citation

Xinjia Chen "Stochastic functional central limit theorems with applications to control of uncertain systems", Proc. SPIE 11021, Unmanned Systems Technology XXI, 110210R (13 May 2019); https://doi.org/10.1117/12.2517378

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