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Randomized Algorithms for Analysis and Control of Uncertain Systems

  • Roberto Tempo
  • Fabrizio Dabbene
  • Giuseppe Calafiore

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

About this book

Introduction

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

Keywords

Analysis Control Control Theory Linear Systems Monte Carlo method Probabilistic Design Methods Probabilistic Methods for Systems and Control Randomized Algorithms Robust Control STATISTICA Sample Generation Techniques Uncertain Systems algorithms complexity linear optimization

Authors and affiliations

  • Roberto Tempo
    • 1
  • Fabrizio Dabbene
    • 1
  • Giuseppe Calafiore
    • 2
  1. 1.IEIIT-CNR, Politecnico di TorinoTorinoItaly
  2. 2.Dipartimento di Automatica e InformaticaPolitecnico di TorinoTorinoItaly

Bibliographic information

  • DOI https://doi.org/10.1007/b137802
  • Copyright Information Springer-Verlag London Limited 2005
  • Publisher Name Springer, London
  • eBook Packages Engineering
  • Print ISBN 978-1-85233-524-3
  • Online ISBN 978-1-84628-052-8
  • Series Print ISSN 0178-5354
  • Buy this book on publisher's site