Multiplicative uncertainty 2026-11-05
Multiplicative uncertainty represents a model error relative to a nominal controlled plant. For a scalar transfer function, one useful form iswhere is nominal, shapes the permitted relative error across frequency, and belongs to a specified bounded uncertainty class. Unlike an additive error, the correction is multiplied by the nominal plant. MathWorks's
ucover reference distinguishes input multiplicative, output multiplicative and additive forms.[ref]ucover documentation in MATLAB. utype input argument
For an original static-error example, take , and a real constant . The allowed family isThe uncertainty changes gain while preserving the pole in this family. A dynamic can instead introduce frequency-dependent magnitude and phase changes; its admissible dynamics must be stated separately.
An omitted actuator lag illustrates a dynamic relative error. If , thenAt , its magnitude is about0.0995; at , it is about0.995. A constant10percent relative-error bound would cover the first frequency but fail badly at the second. A shaping function should reflect that discrepancy rather than extrapolate a low-frequency fit.
For a matrix-valued plant, multiplication order matters. Input uncertainty is placed on the right of , while output uncertainty is placed on the left; the identity matrices and uncertainty dimensions must match the corresponding signal spaces.[ref]
ucover documentation in MATLAB. InputMult and OutputMult equations
These forms generally cannot be interchanged when matrix products do not commute.The scalar ratio also needs care near zeros of . A tiny absolute discrepancy can be a large relative discrepancy there. Choosing multiplicative uncertainty is therefore a modeling decision about which relative errors and frequency ranges a robust control argument is intended to cover.