Full probabilistic solution of a finite dimensional linear control system with random initial and final conditions

Cortés JC, Navarro-Quiles A, Romero JV, Roselló MD, Zuazua E (2019)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2019

Journal

Journal of the Franklin Institute-Engineering and Applied Mathematics Elsevier

DOI: 10.1016/j.jfranklin.2020.06.005

Abstract

In this paper we perform a complete probabilistic study of a finite dimensional linear control system with uncertainty. The controllability condition with random initial data and final target is analysed. To conduct this investigation we determine the first probability density function of the control and the solution of the random control problem under different scenarios. To achieve this objective, Random Variable Transformation technique is extensively applied. Several examples illustrate the theoretical results.

Authors with CRIS profile

Enrique Zuazua Iriondo Lehrstuhl für Dynamics, Control, Machine Learning and Numerics (Alexander von Humboldt-Professur)

Involved external institutions

Polytechnic University of Valencia / Universidad Politécnica de Valencia ES Spain (ES) University of València / Universitat de València ES Spain (ES)

How to cite

APA:

Cortés, J.C., Navarro-Quiles, A., Romero, J.V., Roselló, M.D., & Zuazua, E. (2019). Full probabilistic solution of a finite dimensional linear control system with random initial and final conditions. Journal of the Franklin Institute-Engineering and Applied Mathematics. https://doi.org/10.1016/j.jfranklin.2020.06.005

MLA:

Cortés, Juan C., et al. "Full probabilistic solution of a finite dimensional linear control system with random initial and final conditions." Journal of the Franklin Institute-Engineering and Applied Mathematics (2019).

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