Bombois, XavierGevers, MichelScorletti, GérardAnderson, Brian2015-12-100005-1098http://hdl.handle.net/1885/69246This paper presents a robust stability and performance analysis for an uncertainty set delivered by classical prediction error identification. This nonstandard uncertainty set, which is a set of parametrized transfer functions with a parameter vector in an ellipsoid, contains the true system at a certain probability level. Our robust stability result is a necessary and sufficient condition for the stabilization, by a given controller, of all systems in such uncertainty set. The main new technical contribution of this paper is our robust performance result: we show that the worst case performance achieved over all systems in such an uncertainty region is the solution of a convex optimization problem involving linear matrix inequality constraints. Note that we only consider single input-single output systems.Keywords: Constraint theory; Control system analysis; Error analysis; Matrix algebra; Optimization; Probability; Robustness (control systems); System stability; Transfer functions; Vectors; Linear matrix inequalities (LMI); Uncertain systems Identification for control; LMI; Robust performance; Robust stability200110.1016/S0005-1098(01)00104-22015-12-10