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Chapter 13: Uncertain, Robust, and Reliable CCD

Designing systems that continue to work outside the nominal model

UCCD makes uncertainty explicit in objectives, dynamics, equalities, inequalities, and feasibility claims. Alternative formulations encode average value, failure probability, risk, set-based protection, or imprecise knowledge.

Learning objectives

After completing this chapter, you should be able to:

  1. explain and apply uncertainty sources;

  2. explain and apply propagation;

  3. explain and apply risk formulation;

  4. explain and apply robust design;

  5. formulate and verify the chapter methods on a suspension with uncertain mass, road, damping, measurement noise, and actuator efficiency.

Mathematical lens

The recurring quantities are θ\theta, design p,cp,c, random trajectories, failure events, and risk α\alpha:

minE[J]  s.t.  P(gi0)1αi.\min\mathbb E[J]\;\mathrm{s.t.}\;\mathbb P(g_i\le0)\ge1-\alpha_i.
Uncertainty-source taxonomy.

Running example

The recurring example is a suspension with uncertain mass, road, damping, measurement noise, and actuator efficiency. Retaining one system prevents apparent improvements from being caused by changed physics, information, loads, or metrics.

Aleatory versus epistemic uncertainty.
  1. classify uncertainty.

  2. choose representation.

  3. propagate.

  4. optimize risk.

  5. validate failures.

Nominal and robust feasible regions.

Chapter map

  1. Sources of Uncertainty in CCD

  2. Aleatory and Epistemic Uncertainty

  3. Uncertain Plant Variables

  4. Environmental and Operating Uncertainty

  5. Sensor, Actuator, and Control-Channel Uncertainty

  6. Model-Form Uncertainty

  7. Stochastic-in-Expectation CCD

  8. Chance-Constrained CCD

  9. Probabilistic Robust CCD

  10. Worst-Case Robust CCD

  11. Conditional Value-at-Risk

  12. Fuzzy and Possibilistic Formulations

  13. Robust and Stochastic MPC Within CCD

  14. Uncertainty Propagation