An adaptive Monte Carlo test for average performance of uncertain systems

Xinjia Chen; Rafiqul Islam; Jafar Al Sharab; Adam Jannik

doi:10.1117/12.2663416

14 June 2023 An adaptive Monte Carlo test for average performance of uncertain systems

Xinjia Chen, Rafiqul Islam, Jafar Al Sharab, Adam Jannik

Proceedings Volume 12549, Unmanned Systems Technology XXV; 125490O (2023) https://doi.org/10.1117/12.2663416
Event: SPIE Defense + Commercial Sensing, 2023, Orlando, Florida, United States

Conference Poster

Abstract

The average performance of uncertain dynamic discrete-event systems remains a persistent concern in the field of control engineering. In this paper, we propose to use a Monte Carlo method to analyze uncertain systems by determining whether their average performance exceeds an acceptable level. Specifically, we formulate the performance analysis as a problem of statistical hypothesis testing of mean values. Using a mean-preserving transform, we convert this problem into one of statistical hypothesis testing of probabilities, which can be solved using our adaptive Monte Carlo test. This test is based on Wald’s sequential probability ratio (SPRT). We demonstrate the applicability of our method by investigating the average performance of a control system with parametric uncertainty.

Citation Download Citation

Xinjia Chen, Rafiqul Islam, Jafar Al Sharab, and Adam Jannik "An adaptive Monte Carlo test for average performance of uncertain systems", Proc. SPIE 12549, Unmanned Systems Technology XXV, 125490O (14 June 2023); https://doi.org/10.1117/12.2663416

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available