Application of Uncertain Variables

The purpose of this chapter is to show how uncertain variables may be applied to analysis and decision problems for a static plant. In the parametric case, we assume that the unknown parameters in the function or the relation describing the plant are values of uncertain variables described by certainty distributions given by an expert. In the non-parametric case, the plant is described by the conditional certainty distribution characterizing the expert’s knowledge of the plant. The considerations are analogous to those for the random variables in Chapter 3.