Randomized Algorithms for Analysis and Control of Uncertain Systems

✍ Scribed by Roberto Tempo PhD, Fabrizio Dabbene PhD, Giuseppe Calafiore PhD (auth.)

• Publisher: Springer London
• Year: 2005
• Tongue: English
• Leaves: 349
• Series: Communications and Control Engineering
• Category: Library

✦ Synopsis

The presence of uncertainty in a system description has always been a critical issue in control. Moving on from earlier stochastic and robust control paradigms, the main objective of this book is to introduce the reader to the fundamentals of probabilistic methods in the analysis and design of uncertain systems. Using so-called "randomized algorithms", this emerging area of research guarantees a reduction in the computational complexity of classical robust control algorithms and in the conservativeness of methods like H-infinity control.

Features:

• self-contained treatment explaining randomized algorithms from their genesis in the principles of probability theory to their use for robust analysis and controller synthesis;

• comprehensive treatment of sample generation, including consideration of the difficulties involved in obtaining independent and identically distributed samples;

• applications of randomized algorithms in congestion control of high-speed communications networks and the stability of quantized sampled-data systems.

Randomized Algorithms for Analysis and Control of Uncertain Systems will be of certain interest to control theorists concerned with robust and optimal control techniques and to all control engineers dealing with system uncertainties.

The present book is a very timely contribution to the literature. I have no hesitation in asserting that it will remain a widely cited reference work for many years.

M. Vidyasagar

✦ Table of Contents

Overview....Pages 1-7
Elements of Probability Theory....Pages 9-14
Uncertain Linear Systems and Robustness....Pages 15-42
Linear Robust Control Design....Pages 43-58
Some Limits of the Robustness Paradigm....Pages 59-70
Probabilistic Methods for Robustness....Pages 71-89
Monte Carlo Methods....Pages 91-106
Randomized Algorithms in Systems and Control....Pages 107-115
Probability Inequalities....Pages 117-130
Statistical Learning Theory and Control Design....Pages 131-148
Sequential Algorithms for Probabilistic Robust Design....Pages 149-178
Sequential Algorithms for LPV Systems....Pages 179-189
Scenario Approach for Probabilistic Robust Design....Pages 191-198
Random Number and Variate Generation....Pages 199-221
Statistical Theory of Radial Random Vectors....Pages 223-236
Vector Randomization Methods....Pages 237-246
Statistical Theory of Radial Random Matrices....Pages 247-271
Matrix Randomization Methods....Pages 273-289
Applications of Randomized Algorithms....Pages 291-315

✦ Subjects

Control Engineering; Algorithm Analysis and Problem Complexity; Systems Theory, Control; Communications Engineering, Networks; Algorithms; Electronic and Computer Engineering