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 th

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Roberto Tempo r Giuseppe Calafiore Fabrizio Dabbene

Randomized Algorithms for Analysis and Control of Uncertain Systems With Applications Second Edition

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Roberto Tempo CNR - IEIIT Politecnico di Torino Turin, Italy

Fabrizio Dabbene CNR - IEIIT Politecnico di Torino Turin, Italy

Giuseppe Calafiore Dip. Automatica e Informatica Politecnico di Torino Turin, Italy

ISSN 0178-5354 Communications and Control Engineering ISBN 978-1-4471-4609-4 ISBN 978-1-4471-4610-0 (eBook) DOI 10.1007/978-1-4471-4610-0 Springer London Heidelberg New York Dordrecht Library of Congress Control Number: 2012951683 © Springer-Verlag London 2005, 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)

It follows that the Scientist, like the Pilgrim, must wend a straight and narrow path between the Pitfalls of Oversimplification and the Morass of Overcomplication. Richard Bellman, 1957

to Chicchi and Giulia for their remarkable endurance R.T. to my daughter Charlotte G.C. to my lovely kids Francesca and Stefano, and to Paoletta, forever no matter what F.D.

Foreword

The topic of randomized algorithms has had a long history in computer science. See [290] for one of the most popular texts on this topic. Almost as soon as the first NP-hard