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• W3178340160 abstract "In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not assumed to be uncorrelated, only bounds on the mean and the covariance matrices are supposed to be known. This allows to consider nonlinear stochastic systems approximations and the effect of nonlinear filters on the disturbance. The correlation bound concept is introduced and employed to determine probabilistic reachable sets and probabilistic invariant sets. Constructive methods for their computation, based on convex optimization, are given." @default.
• W3178340160 created "2021-07-19" @default.
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• W3178340160 date "2021-10-01" @default.
• W3178340160 modified "2023-10-02" @default.
• W3178340160 title "Probabilistic reachable and invariant sets for linear systems with correlated disturbance" @default.
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• W3178340160 doi "https://doi.org/10.1016/j.automatica.2021.109808" @default.
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