## A Set-Based Methodology for White Noise Modeling (1994)

Citations: | 1 - 0 self |

### BibTeX

@MISC{Paganini94aset-based,

author = {Fernando Paganini},

title = {A Set-Based Methodology for White Noise Modeling},

year = {1994}

}

### OpenURL

### Abstract

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 in order 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 methodology 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. 1 Introduction A general feature of mathematical models in engineering science is the presence of modeling errors, which arise due to poorly understood or highly unpredictable phenomena, or from simplifications deliberately introduced for the sake of model tractability. Essentially two approaches are available ...