Randomized Algorithms for Analysis and Control of Uncertain Systems

1. Auflage. Softcover version of original hardcover Auflage 2005
ISBN: 978-1-84996-882-9
Verlag: Springer

Buch, Englisch, 344 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 552 g

Reihe: Communications and Control Engineering

Moving on from earlier stochastic and robust control paradigms, this book introduces the fundamentals of probabilistic methods in the analysis and design of uncertain systems. The use of randomized algorithms, 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 in congestion control of high-speed communications networks and the stability of quantized sampled-data systems.

This monograph will be of interest to theorists concerned with robust and optimal control techniques and to all control engineers dealing with system uncertainties.

Zielgruppe

Research

Autoren/Hrsg.

Tempo, Roberto

Dabbene, Fabrizio

Calafiore, Giuseppe

Fachgebiete

• Technische Wissenschaften Elektronik | Nachrichtentechnik Nachrichten- und Kommunikationstechnik Regelungstechnik
• Mathematik | Informatik EDV | Informatik Informatik Künstliche Intelligenz

Inhaltsverzeichnis

Overview.- Elements of Probability Theory.- Uncertain Linear Systems and Robustness.- Linear Robust Control Design.- Some Limits of the Robustness Paradigm.- Probabilistic Methods for Robustness.- Monte Carlo Methods.- Randomized Algorithms in Systems and Control.- Probability Inequalities.- Statistical Learning Theory and Control Design.- Sequential Algorithms for Probabilistic Robust Design.- Sequential Algorithms for LPV Systems.- Scenario Approach for Probabilistic Robust Design.- Random Number and Variate Generation.- Statistical Theory of Radial Random Vectors.- Vector Randomization Methods.- Statistical Theory of Radial Random Matrices.- Matrix Randomization Methods.- Applications of Randomized Algorithms.

Über Autor(innen)

Roberto Tempo is one of the next generation of "top brass" in the control research community. He is currently the director of research at the National Research Council of Italy. Like any leading academic, he has the usual "long-as-your-arm" string of publications, both in refereed journals and at conferences. This is his second book, the first being an edited volume . He is a regular member of program committees for several IFAC, IEEE, IEE and EUCA (European Union Control Association) conferences including Conference on Decision and Control (of which he will be program chair when the conference joins with ECC in Seville 2005) and is a fellow of the IEEE. He has been Associate Editor of and is at present the Deputy Editor-in-Chief of the most widely read and respected journal in the field of theoretical control.

Giuseppe Calafiore is an up-and coming academic who has established a reputation on both sides of the Atlantic with frequent periods as a visiting scholar at both Stanford University and UC Berkeley.