An Overview On Randomized Algorithms For Analysis And Control Of Uncertain Systems

Randomized Algorithms for Analysis and Control of Uncertain Systems

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. Features: · self-contained treatment explaining Monte Carlo and Las Vegas randomized algorithms from their genesis in the principles of probability theory to their use for system analysis; · development of a novel paradigm for (convex and nonconvex) controller synthesis in the presence of uncertainty and in the context of randomized algorithms; · comprehensive treatment of multivariate sample generation techniques, including consideration of the difficulties involved in obtaining identically and independently distributed samples; · applications of randomized algorithms in various endeavours, such as PageRank computation for the Google Web search engine, unmanned aerial vehicle design (both new in the second edition), congestion control of high-speed communications networks and stability of quantized sampled-data systems. Randomized Algorithms for Analysis and Control of Uncertain Systems (second edition) is certain to interest academic researchers and graduate control students working in probabilistic, robust or optimal control methods and 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

An Overview on Randomized Algorithms for Analysis and Control of Uncertain Systems

Probabilistic and Randomized Methods for Design under Uncertainty

In many engineering design and optimization problems, the presence of uncertainty in the data is a critical issue. There are different ways to describe this uncertainty and to devise designs that are partly insensitive or robust to it. This book examines uncertain systems in control engineering and general decision or optimization problems for which data is uncertain. Written by leading researchers in optimization and robust control; it highlights the interactions between these two fields. Part I describes theory and solution methods for probability-constrained and stochastic optimization problems; Part II focuses on numerical methods for solving randomly perturbed convex programs and semi-infinite optimization problems by probabilistic techniques; Part III details the theory and applications of randomized techniques to the analysis and design of robust control systems. It will interest researchers, academics and postgraduates in control engineering and operations research as well as professionals working in operations research.