Randomized Algorithms for Analysis and Control of Uncertain Systems

By: Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene

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eText | 5 September 2005

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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 the genesis of randomized algorithms 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 identically and independently 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 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 itsreadership can exploit new possibilities as they become available.