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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Varigonda, S. |
| Copyright Year | 2004 |
| Description | Author affiliation: United Technol. Res. Center, East Hartford, CT, USA (Varigonda, S.) |
| Abstract | Efficient propagation of probability distributions in feedback systems is central to a decomposition based approach for uncertainty propagation in complex, interconnected systems. In this note, we propose an iterative method for static feedback systems to obtain the probability density of the output from that of the input. We prove the convergence of the proposed method under the assumption that the loop operator is contractive. It is shown, based on the results from the theory iterated random functions, that the method extends to the case when additional parametric uncertainty is present within the loop. |
| Starting Page | 1803 |
| Ending Page | 1805 |
| File Size | 88247 |
| Page Count | 3 |
| File Format | |
| ISBN | 0780386825 |
| ISSN | 01912216 |
| DOI | 10.1109/CDC.2004.1430308 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2004-12-14 |
| Publisher Place | Bahamas |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Iterative methods Uncertainty Feedback loop Probability distribution Extraterrestrial measurements Interconnected systems Convergence Output feedback Robustness Input variables |
| Content Type | Text |
| Resource Type | Article |
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