Confidence regions with applications to sensing and control
Xinjia Chen · 2018
High volume of data are becoming increasingly common for modern sensors and control systems. In this paper, we propose new techniques for constructing confidence regions based on concentration inequalities. Such confidence regions can be used to represent large volume of data with high dimensionality. Moreover, such confidence regions can be used to analyze the performance of uncertain systems under uncertainties, especially the estimation of the average overshoot, rise time and settling time which are critical specifications of a control system.