Estimation of extreme values, with application to uncertain systems - Archive ouverte HAL Accéder directement au contenu
Communication Dans Un Congrès Année : 2006

Estimation of extreme values, with application to uncertain systems

Emmanuel Vazquez
Eric Walter
Gilles Fleury
  • Fonction : Auteur

Résumé

Extreme events are defined as extreme high (or low) values of whatever statistics of the output of the system we are interested in. These values play an important role because they may correspond to abnormal or dangerous operating conditions. Classical statistical inference techniques provide a good description of central behaviour, but not of extreme events. This was our motivation for resorting to extreme-value theory, which provides a framework and tools to model these extreme events. We show in this paper how some of these tools can be used in the context of system reliability, and the resulting methodology is illustrated on an example of circuit design, representative of a wide new field of applications for extreme-value theory.
Fichier principal
Vignette du fichier
Sysid2006_MiguelPiera.pdf (294.36 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-00257754 , version 1 (04-03-2008)

Identifiants

  • HAL Id : hal-00257754 , version 1

Citer

Miguel Piera-Martinez, Emmanuel Vazquez, Eric Walter, Gilles Fleury, Richard Kielbasa. Estimation of extreme values, with application to uncertain systems. Symposium on System Identification, Mar 2006, Newcastle, Australia. pp.1027-1032. ⟨hal-00257754⟩
130 Consultations
445 Téléchargements

Partager

Gmail Facebook X LinkedIn More