Stopped random walks and control of uncertain systems

Xinjia Chen

doi:10.1117/12.2300976

3 May 2018 Stopped random walks and control of uncertain systems

Xinjia Chen

Proceedings Volume 10640, Unmanned Systems Technology XX; 106400S (2018) https://doi.org/10.1117/12.2300976
Event: SPIE Defense + Security, 2018, Orlando, FL, United States

Abstract

In the design of control systems affected by uncertain parameters, a primary goal is to ensure that a controller designed based on nominal values of parameters will perform satisfactorily in the presence of uncertainties. Adaptive randomized algorithms have been proposed in literature for overcoming the issue of conservatism and computational complexity which exponentially grows with respect to the dimension of uncertainty. In this paper, we demonstrate that such adaptive randomized algorithms are inherently associated with stopped random walks. We develop a unified theory of stopped random walks which has potential to make better decision and control strategies for uncertain systems.

Citation Download Citation

Xinjia Chen "Stopped random walks and control of uncertain systems", Proc. SPIE 10640, Unmanned Systems Technology XX, 106400S (3 May 2018); https://doi.org/10.1117/12.2300976

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