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�� 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.
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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
Book by Kaczorek Tadeusz
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