Computations of Probabilistic Output Admissible Set for Time-varying Uncertain Constrained System

Abstract

This paper considers time-varying uncertain systems, and develops a method for computing a probabilistic output admissible set, which is a set of initial states probabilistically assured to satisfy the constraint. We have already presented a method for the time-invariant case and this paper shows that, the time-varying case is reduced to the time-invariant case, as long as the constraint horizon is available.