Comparison of uncertainty in state equation based on probabilistic approach and interval analysis method

Based on the solution algorithm of state equation in modern control theory, analysis and comparison between interval analysis method and stochastic process are proposed to solve control system with uncertain but bounded parameters. After the definition and influence of uncertainty in engineering practice are known, the uncertain parameters were expressed in the forms of interval and stochastic process. To obtain the response of the system, uncertain variables are divided into the one related to initial condition and the other concerned in system input: zero input response and zero state response. According to extension principle of interval function in interval analysis and Chebyshev's inequality in probability and statistics theory, based on mathematical proof and numerical calculation, the problem of compatibility of using non-probabilistic interval analysis method and probabilistic approach is resolved. The results illustrate that with the uncertain input interval vector which is acquired by probabilistic approach, the system's response interval acquired by non-probabilistic interval analysis method contains the one obtained by probabilistic approach.