Numerical solutions to noisy systems

descriptionPublicationkeyboard_double_arrow_right Article , Conference object 01 Dec 2010 Netherlands Publisher:IEEEJournal:49th IEEE Conference on Decision and Control (CDC)

Authors: S. Živanovic (Sanja); P.J. Collins (Pieter);

doi: 10.1109/cdc.2010.5717780

Numerical solutions to noisy systems

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Abstract

A numerical method for rigorous over-approximation of a solution set of an input-affine system whose inputs represent some bounded noise is presented. The method gives high order error for a single time step and a uniform bound on the error over the finite time interval. The approach is based on the approximations of inputs by linear functions at each time step. We derive the single-step error in the one-dimensional case, and give the formula for the error in higher dimensions. As an illustration of the theory presented, a rigorous numerical result is given.

Country

Netherlands

Related Organizations

Centrum Wiskunde & Informatica
Netherlands
Dutch Research Council
Netherlands

Keywords

noise, numerical algorithm, nonlinear systems

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