IEEE Transactions on Automatic Control, Vol.45, No.11, 2145-2150, 2000
Random spherical uncertainty in estimation and robustness
A theorem is formulated that gives an exact probability distribution for a linear function of a random vector uniformly distributed over a ball in n-dimensional space. This mathematical result is illustrated via applications to a number of important problems of estimation and robustness under spherical uncertainty. These include parameter estimation, characterization of attainability sets of dynamical systems, and robust stability of affine polynomial families.