Computation of Probabilistic Output Admissible Set for Time-varying Uncertain Constrained System

摘要

This paper considers time-varying uncertain constrained systems, and develops a method for computing a probabilistic output admissible (POA) set which consists of initial states probabilistically assured to satisfy the infinite-time constraint. The algorithm for the time-invariant case has already been presented in Hatanaka and Takaba (2006). This paper shows how this algorithm is extended to the time-varying case when an upper bound of a number called future output admissibility (FOA) index is available. We moreover present two methods for computing an upper bound of the FOA index; probabilistic and deterministic methods.