Scenario based optimisation over uncertain system identification models

DOI10.1016/j.automatica.2024.111686zbMATH Open1545.93107MaRDI QIDQ6566768

Erik Weyer, Xiaopuwen Wang

Publication date: 3 July 2024

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

identification methodsoptimisation under uncertaintiesscenario optimisationrandomised methods

Mathematics Subject Classification ID

System identification (93B30) Design techniques (robust design, computer-aided design, etc.) (93B51)

Cites Work

• Unnamed Item
• Wait-and-judge scenario optimization
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Robust optimization-methodology and applications
• Randomized algorithms for analysis and control of uncertain systems. With applications
• Asymptotic properties of SPS confidence regions
• Sign-Perturbed Sums: A New System Identification Approach for Constructing Exact Non-Asymptotic Confidence Regions in Linear Regression Models
• Introduction to the Scenario Approach
• The Scenario Approach to Robust Control Design
• On Conditional Risk Assessments in Scenario Optimization

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