In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two approaches: (1) moment bounding approach and (2) likelihood-based approach. This paper first proposes a ...

Control of a class of uncertain nonlinear systems, which estimates unavailable state variables, is considered. A new approach for robust tracking control problem of satellite for large rotational maneuvers is presented in this paper. The features of this approach include a strong algorithm to estimate attitude, based on discrete extended Kalman filter combined with a continuous extended Kalman ...

The objectives of this effort are to determine the extent to which Doppler radar techniques can be exploited for both qualitative and quantitative nearshore measurement applications. Of particular interest are estimates of surf zone location, extent, surface currents, and wave parameters. To date, optical (video) techniques have been the primary remote sensing technology for these applications....

This paper presents new adaptive robust control schemes for a class of nonlinear uncertain descriptor systems. Taking both the structured and unstructured uncertainties into consideration, the first control scheme achieves asymptotic stability of the closed-loop descriptor system. To avoid any potential problems such as parameter drift by unmodeled dynamics, in the second control scheme the ada...

••• •• y.c. ZHU , A.C.P.M. BACKX· and P. EYKHOFF IPooS Group, Datex Industry Tinnegieterstraat 12, NL-5232 BM 's-Hertogenbosch The Netherlands tel. 31-73-412225, fax: 31-73-426055 Dept. EE, Eindhoven University of Technology P.O. Box 513, NL-5600 MB Eindhoven The Netherlands Tel. 31-40-473300

Abstract---This paper deals with the problem of decentralized robust control for a class of interconnected uncertain systems with state delays. The parameter uncertainties are unknown but norm-bounded. A new sufficient condition is obtained for each subsystem and overall system to be stabilizable via linear memoryless state feedback robust decentralized controllers. The results depend on the si...

In this paper, the minimum channel gain flow with uncertainty in the demand vector is examined. The approach is based on a transformation of uncertainty in the demand vector to uncertainty in the gain vector. OFDM systems are known to overcome the impairment of the wireless channel by splitting the given system bandwidth into parallel sub-carriers, on which data-symbols can be transmitted simul...

Adaptive Robust Control (ARC) is a synergistic combination of adaptive control and deterministic robust control (DRC). It provides a robust performance with predictable transients while avoiding chattering typical in DRC. Antiintegration windup mechanism is built in the ARC and thus the problem of control saturation is alleviated. In this paper, ARC is applied to the motion control of machine t...

tthe uncertainty estimation and compensation are challenging problems for the robust control of robot manipulators which are complex systems. this paper presents a novel decentralized model-free robust controller for electrically driven robot manipulators. as a novelty, the proposed controller employs a simple gaussian radial-basis-function network as an uncertainty estimator. the proposed netw...