On the binomial confidence interval and probabilistic robust control

The Clopper–Pearson confidence interval has ever been documented as an exact approach in some statistics literature. More recently, such approach of interval estimation has been introduced to probabilistic control theory and has been referred as non-conservative in control community. In this note, w...

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Bibliographic Details
Published inAutomatica (Oxford) Vol. 40; no. 10; pp. 1787 - 1789
Main Authors Chen, Xinjia, Zhou, Kemin, Aravena, Jorge L
Format Journal Article
LanguageEnglish
Published Oxford Elsevier Ltd 01.10.2004
Elsevier
Subjects
Applied sciences
Computer science; control theory; systems
Confidence interval
Control system analysis
Control theory. Systems
Exact sciences and technology
Monte Carlo method
Robust control
Robust control
Monte Carlo method
Confidence interval
Statistical analysis
Set computation
Robustness
Non conservative system
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Summary:The Clopper–Pearson confidence interval has ever been documented as an exact approach in some statistics literature. More recently, such approach of interval estimation has been introduced to probabilistic control theory and has been referred as non-conservative in control community. In this note, we clarify the fact that the so-called exact approach is actually conservative. In particular, we derive analytic results demonstrating the extent of conservatism in the context of probabilistic robustness analysis. This investigation encourages seeking better methods of confidence interval construction for robust control purpose.
ISSN:0005-1098
1873-2836
DOI:10.1016/j.automatica.2004.04.016