Electrical & Computer Engineering Faculty Publications

Document Type

Article

Publication Date

12-1-2000

Abstract

Probabilistic methods and statistical learning theory have been shown to provide approximate solutions to “difficult” control problems. Unfortunately, the number of samples required in order to guarantee stringent performance levels may be prohibitively large. This paper introduces bootstrap learning methods and the concept of stopping times to drastically reduce the bound on the number of samples required to achieve a performance level. We then apply these results to obtain more efficient algorithms which probabilistically guarantee stability and robustness levels when designing controllers for uncertain systems.

Publisher

IEEE

Publication Title

IEEE Transactions on Automatic Control

ISSN

0018-9286

Volume

45

Issue

12

First Page

2383

Last Page

2388

DOI

10.1109/9.895579

Language (ISO)

English

Sponsorship

IEEE

Keywords

Algorithm design and analysis, Decidability theory, Radamacher bootstrap, robust control, sample complexity, statistical learning

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