Randomized algorithms for analysis and control of uncertain systems
General Material Designation
[Book]
Other Title Information
with applications /
First Statement of Responsibility
Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene.
EDITION STATEMENT
Edition Statement
Second Edition.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
London :
Name of Publisher, Distributor, etc.
Springer,
Date of Publication, Distribution, etc.
[2013]
SERIES
Series Title
Communications and control engineering,
ISSN of Series
0178-5354
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 337-352) and index.
CONTENTS NOTE
Text of Note
1. Overview -- 2. Elements of probability theory -- 3. Uncertain linear systems -- 4. Linear robust control design -- 5. Limits of the robustness paradigm -- 6. Probabilistic methods for uncertain systems -- 7. Monte Carlo methods -- 8. Probability inequalities -- 9. Statistical learning theory -- 10. Randomized algorithms in systems and control -- 11. Sequential methods for probabilistic design -- 12. Scenario approach to probabilistic design -- 13. Learning-based probabilistic design -- 14. Random number and variate generation -- 15. Statistical theory of random vectors -- 16. Vector randomization methods -- 17. Statistical theory of random matrices -- 18. Matrix randomization methods -- 19. Applications of randomized algorithms.
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SUMMARY OR ABSTRACT
Text of Note
"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."--