Rand Sphere.zip

Monte Carlo Method with l2 ball uncertainty
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Updated 21 Apr 2014

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-M code for generating random data from an uniform l2 ball
-Example of MC integration with l2 ball domain
-Example of risk analysis of a control system with l2 ball uncertainty
Refs.
[1] K.J. Beers, Numerical Methods for Chemical Engineering, Cambridge University
Press, 2007.
[2]R. Tempo, G. Caliafore, F. Dabbene, Randomized Algorithm for Analysis and Con-
trol of Uncertain Systems: With Applications, 2nd ed., Springer-Verlag, London, 2013.

[3] Pham Luu Trung Duong, Moonyong Lee, "Probabilistic analysis and control of systems with uncertain parameters over non-hypercube domain", Journal of Process Control 24, 358-367 (2014).

Cite As

Duong Pham (2024). Rand Sphere.zip (https://www.mathworks.com/matlabcentral/fileexchange/46304-rand-sphere-zip), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
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Acknowledgements

Inspired by: Intrinsic dimensionality estimation techniques

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Version Published Release Notes
1.2.0.0

Correct some typos in the m file

1.1.0.0

Add example about risk analysis

1.0.0.0