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. Moving on from earlier stochastic and robust control paradigms, the main objective of this book is to introduce the reader to the fundamentals of probabilisti

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Roberto Tempo, Giuseppe Calafiore and Fabrizio Dabbene

Randomized Algorithms for Analysis and Control of Uncertain Systems With 54 Figures

Roberto Tempo, PhD Fabrizio Dabbene, PhD IEIIT-CNR, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino, Italy Giuseppe Calafiore, PhD Dipartimento di Automatica e Informatica, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino, Italy Series Editors E.D. Sontag • M. Thoma • A. Isidori • J.H. van Schuppen

British Library Cataloguing in Publication Data Tempo, R. Randomized algorithms for analysis and control of uncertain systems 1. Robust control 2. Algorithms 3. Uncertainty (Information theory) I. Title II. Giuseppe, Calafiore III. Dabbene, Fabrizio 629.8′312 ISBN 1852335246 Library of Congress Cataloging-in-Publication Data Tempo, R. Randomized algorithms for analysis and control of uncertain systems / Roberto Tempo, Giuseppe Calafiore, and Fabrizio Dabbene. p. cm. — (Communications and control engineering, ISSN 0178-5354) Includes bibliographical references and index. ISBN 1-85233-524-6 (acid-free paper) 1. Control theory. 2. System analysis. 3. Stochastic processes. 4. Algorithms. I. Calafiore, Giuseppe, 1969– II. Dabbene, Fabrizio, 1968– III. Title. IV. Series. QA402.T43 2003 003—dc21 2002070728 Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the