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Uncertainty propagation with Semidefinite Programming

Authors: Hyungjin Choi; Peter J. Seiler; Sairaj V. Dhople;

Uncertainty propagation with Semidefinite Programming

Abstract

This paper outlines an optimization-based method to estimate the reach set of a system while acknowledging unknown-but-bounded input and parametric uncertainty in the underlying dynamical model. The approach is grounded in a second-order Taylor-series expansion of the system's state variables along the solution trajectories as a function of the uncertain elements. Subsequently, over the time horizon of interest, Quadratically Constrained Quadratic Programs (QCQPs) are formulated to estimate maximum and minimum bounds on the state variables to recover the reach set. To contend with the nonconvexity of the QCQPs, Lagrangian relaxations are leveraged to formulate Semidefinite Programs (SDPs) that provide guaranteed bounds to the solutions of the QCQPs. Applications of the method to quantify the impact of uncertain power injections in power-system dynamic models are demonstrated with numerical examples.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
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