화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.41, No.10, 1453-1465, 1996
A Set-Based Approach for White-Noise Modeling
This paper provides a new framework for analyzing white noise disturbances in linear systems; rather than the usual stochastic approach, noise signals are described as elements in sets, and their effect is analyzed from a worst-case perspective. The paper studies how these sets must be chosen to have adequate properties for system response in the worst-case, statistics consistent with the stochastic point of view, and simple descriptions that allow for tractable worst-case analysis, The method is demonstrated by considering its implications in two problems : rejection of white noise signals in the presence of system uncertainty and worst-case system identification.