Randomized Algorithms for Analysis and Control of Uncertain Systems
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Beschreibung
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
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.
Will give the reader tools for dealing with uncertainty in control systems which are more advanced and flexible than either traditional optimal control or robust control Reduces the computational cost of high-quality control and the complexity of the algorithms involved making similar results achievable with less effort by the user
Autor*in
Roberto Tempo
Themen in »Randomized Algorithms for Analysis and Control of Uncertain Systems«
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
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From the reviews:
In summary, this book provides an excellent survey of how randomization techniques are successfully applicable for advanced robust control... The style of writing renders it very well accessible for final year Master's students with a solid background in robust control, and for the whole control community it constitutes an excellent up-to-date foundation for entering research on probabilistic techniques.
Automatica 41 (2005) 2001 – 2017 (Reviewer: Carsten Scherer)
I believe that this book is a very good tool for introducing both control practioners and graduate students to the area of probabilistic robustness. An overview of basis results in both control and probability is provided. Moreover, it describes many of the recent results in the area of probabilistic robustness.
Summarizing, in this book, the area of probabilistic robustness is for the first time introduced in a sympathetic way and it is, in my opinion, a very useful reference for anyone who wants to get acquainted with this area.
International Journal of Robust and Nonlinear Control 16 (2006) 728 – 729 (Reviewer: Constantino M. Lagoa)
The central theme of the present work is the application of randomized algorithms to various problems in control system analysis and synthesis.… This well-written book can be recommended to readers in control systems analysis and synthesis, especially in robustness analysis and robust controller synthesis.
Zentralblatt MATH 1079 (2006) (Reviewer: Kurt Marti)
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