Non-Gaussian noise is common in industrial applications, and it a severe challenge to existing state estimators. In this paper, novel robust maximum correntropy finite impulse response (MCFIR) filter proposed deal with the estimation problem linear state-space system corrupted by outliers. The operates as memory form, thus obtains superior immunity statistics process uncertainties than Kalman-l...

The robust H2 norm plays an important role in analysis and design in many fields. However, for many practical applications, design and analysis is based on finite frequency range. In this paper we review the concept of the robust finite frequency H2 norm, and we provide an algorithmic method for calculating an upper bound for the mentioned quantity.

We develop and analyze a robust stochastic optimization framework that learns a solution which is robust to perturbations in the underlying distribution. We formulate a convex procedure for the finite sample approximation and provide statistical guarantees, showing that the finite sample problem concentrates around the robustified population objective. The robust solutions optimize performance ...

The asymptotic (normal) distribution of an estimator approximates well the central part, but not the tails of its true distribution. Robust estimators, advertised as resistant to heavy-tailed distributions, can be themselves heavy-tailed. Though asymptotically admissible, many are not finite-sample admissible for any distribution. Hence, before taking a recourse to the asymptotics, we should fi...

Sample average approximation (SAA) is a widely popular approach to data-driven decisionmaking under uncertainty. Under mild assumptions, SAA is both tractable and enjoys strong asymptotic performance guarantees. Similar guarantees, however, do not typically hold in finite samples. In this paper, we propose a modification of SAA, which we term Robust SAA, which retains SAA’s tractability and asy...

Abstract Sample average approximation (SAA) is a widely popular approach to data-driven decisionmaking under uncertainty. Under mild assumptions, SAA is both tractable and enjoys strong asymptotic performance guarantees. Similar guarantees, however, do not typically hold in finite samples. In this paper, we propose a modification of SAA, which we term Robust SAA, which retains SAA’s tractabilit...

the dissipated energy from periodic deformation is regarded as the main reason for heat generation and temperature rise inside the tire domain. however, the mechanical behavior of rubber parts is highly temperature dependent. in most performed investigations, the influence of thermal effects on stress/ deformation fields of pneumatic tires is ignored and just temperature distribution is conside...