Randomized Algorithms for Analysis and Control of Uncertain Systems

With Applications

  • Roberto Tempo
  • Giuseppe Calafiore
  • Fabrizio Dabbene

Part of the Communications and Control Engineering book series (CCE)

Table of contents

  1. Front Matter
    Pages I-XXIII
  2. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 1-6
  3. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 7-12
  4. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 13-39
  5. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 41-57
  6. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 59-69
  7. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 71-91
  8. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 93-108
  9. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 109-121
  10. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 123-134
  11. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 135-146
  12. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 147-163
  13. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 165-179
  14. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 181-191
  15. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 193-215
  16. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 217-229
  17. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 231-242
  18. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 243-266
  19. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 267-282
  20. Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene
    Pages 283-327

About this book

Introduction

The presence of uncertainty in a system description has always been a critical issue in control. The main objective of Randomized Algorithms for Analysis and Control of Uncertain Systems, with Applications (Second Edition) is to introduce the reader to the fundamentals of probabilistic methods in the analysis and design of systems subject to deterministic and stochastic uncertainty. The approach propounded by this text guarantees a reduction in the computational complexity of classical  control algorithms and in the conservativeness of standard robust control techniques. The second edition has been thoroughly updated to reflect recent research and new applications with chapters on statistical learning theory, sequential methods for control and the scenario approach being completely rewritten.

 

Features:

·         self-contained treatment explaining Monte Carlo and Las Vegas randomized algorithms from their genesis in the principles of probability theory to their use for system analysis;

·         development of a novel paradigm for (convex and nonconvex) controller synthesis in the presence of uncertainty and in the context of randomized algorithms;

·         comprehensive treatment of multivariate sample generation techniques, including consideration of the difficulties involved in obtaining identically and independently distributed samples;

·         applications of randomized algorithms in various endeavours, such as PageRank computation for the Google Web search engine,  unmanned aerial vehicle design (both new in the second edition), congestion control of high-speed communications networks and stability of quantized sampled-data systems.

 

Randomized Algorithms for Analysis and Control of Uncertain Systems (second edition) is certain to interest academic researchers and graduate control students working in probabilistic, robust or optimal control methods and 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

The Communications and Control Engineering series reports major technological advances which have potential for great impact in the fields of communication and control. It reflects research in industrial and academic institutions around the world so that the readership can exploit new possibilities as they become available.

Keywords

Analysis and Design Methods Control Theory Probabilistic Systems Randomized Algorithms Robust Control Stochastic Control Uncertain Systems

Authors and affiliations

  • Roberto Tempo
    • 1
  • Giuseppe Calafiore
    • 2
  • Fabrizio Dabbene
    • 3
  1. 1.IEIIT - CNRPolitecnico di TorinoTorinoItaly
  2. 2.Dipto. Automatica e InformaticaPolitecnico di TorinoTorinoItaly
  3. 3.IEIIT - CNRPolitecnico di TorinoTorinoItaly

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4471-4610-0
  • Copyright Information Springer-Verlag London 2013
  • Publisher Name Springer, London
  • eBook Packages Engineering
  • Print ISBN 978-1-4471-4609-4
  • Online ISBN 978-1-4471-4610-0
  • Series Print ISSN 0178-5354
  • About this book