Moving on from earlier stochastic and robust control paradigms, this book introduces the reader to the fundamentals of probabilistic methods in the analysis and design of uncertain systems. It significantly reduces the computational cost of high-quality control and the complexity of the algorithms involved.

Zusammenfassung
Demand for Randomized Algorithms for Analysis and Control of Uncertain Systems comes from control engineers who wish to apply more workable methods to a variety of uncertainties and from engineers who need a path between the demands of robust control and the unnecessary complications of optimal control. This book talks about these systems.

Inhalt

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