Statistical pseudospectrum and eigenvalue robustness to rank-one disturbance
Statistical pseudospectrum and eigenvalue robustness to rank-one disturbance
In this talk, we present a new statistical measure of the robustness (or sensitivity) of linear dynamic systems to rank-one random disturbances. The sensitivity assessment is a statistical pseudospectrum: given the probability distribution of the random disturbance magnitude, it measures the expected frequency region where the system eigenvalues are located. We discuss the properties of the robustness and sensitivity measure. We notably stress the existence of an invariant of the measure that consequently shows that under certain conditions, the rate of increase of a rank-one pseudospectrum area is constant as a function of the disturbance magnitude.
Lecomte, Christophe
87cdee82-5242-48f9-890d-639a091d0b9c
Ghandchi Tehrani, Maryam
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18 June 2012
Lecomte, Christophe
87cdee82-5242-48f9-890d-639a091d0b9c
Ghandchi Tehrani, Maryam
c2251e5b-a029-46e2-b585-422120a7bc44
Lecomte, Christophe and Ghandchi Tehrani, Maryam
(2012)
Statistical pseudospectrum and eigenvalue robustness to rank-one disturbance.
SIAM 2012.
17 - 21 Jun 2012.
Record type:
Conference or Workshop Item
(Paper)
Abstract
In this talk, we present a new statistical measure of the robustness (or sensitivity) of linear dynamic systems to rank-one random disturbances. The sensitivity assessment is a statistical pseudospectrum: given the probability distribution of the random disturbance magnitude, it measures the expected frequency region where the system eigenvalues are located. We discuss the properties of the robustness and sensitivity measure. We notably stress the existence of an invariant of the measure that consequently shows that under certain conditions, the rate of increase of a rank-one pseudospectrum area is constant as a function of the disturbance magnitude.
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Published date: 18 June 2012
Venue - Dates:
SIAM 2012, 2012-06-17 - 2012-06-21
Organisations:
Dynamics Group
Identifiers
Local EPrints ID: 354734
URI: http://eprints.soton.ac.uk/id/eprint/354734
PURE UUID: eb6919bf-a468-4785-904f-9d611b9a7c96
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Date deposited: 31 Jul 2013 10:28
Last modified: 11 Dec 2021 02:33
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Author:
Christophe Lecomte
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