Randomized algorithms for analysis and control of uncertain systems. With applications
Random matrices (probabilistic aspects) (60B20) Signal detection and filtering (aspects of stochastic processes) (60G35) Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Randomized algorithms (68W20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Sensitivity (robustness) (93B35) (H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03)
The book focuses on the fundamentals of probabilistic and randomized methods for analysis and design of uncertain systems. It introduces a new approach to control problems that presents a combination of the classical stochastic treatment and the modern worst-case paradigm. In this setting, the worst-case aspects of the uncertainty are described as random variables with multidimensional probability distributions. Consequently, the algorithms derived in this context are based on the uncertainty randomization are called randomized algorithms. The book pays a considerable attention to efficiency of these algorithms. The book includes 19 chapters, an appendix, a thorough and very helpful list of symbols, an extended bibliography (a few hundreds of references, and a rather short index. Basic elements of probability theory are summarized in Section 2. The main topics of the book are the following: uncertain systems (Chapters 3--5), probabilistic methods (Chapters 6 and 7), statistical learning theory (Chapters 8 and 9), randomized algorithms for design (Chapters 10--13), multivariate random generation, and applications of randomized algorithms (Chapter 19). Chapter 19 discusses many applications: multiagent systems and PageRank computation; systems biology; aerospace control; control of hard disk drives; congestion control of high-speed networks; stability of quantized and switched systems; reachability analysis; model predictive control, fault detection and iterative learning control; electric circuits and embedded systems; structural analysis and design; linear parameter varying systems; automotive and driver assistance systems; and quantum systems and control. Six of the applications are considered in the corresponding sections of the chapter in detail. The book covers a wide range of the topics related to randomized algorithms and includes a number of rigorous results, in particular, on stability and design of linear uncertain systems, linear robust control design, and statistical approaches including statistical theories of random vectors and matrices. The new paradigm proposed in the book is well explained. The book can be recommended to mathematicians working in pure mathematics or application of mathematics to uncertain systems.
- Randomized algorithms for analysis and control of uncertain systems. With a foreword by M. Vidyasagar
- Probabilistic search algorithms for robust stability analysis and their complexity properties
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- Randomized algorithms for probabilistic robustness with real and complex structured uncertainty.
- Distributed randomized algorithms for probabilistic performance analysis
- A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay
- Probabilistic robust design of control systems for high-fidelity cyber-physical testing
- Uncertainty in complex networked systems. In honor of Roberto Tempo
- Randomized algorithms for analysis and control of uncertain systems. With a foreword by M. Vidyasagar
- Some applications of randomized algorithms for control system design
- Entropy rates of low-significance bits sampled from chaotic physical systems
- Discrete-time consensus strategy for a class of high-order linear multiagent systems under stochastic communication topologies
- Overall fault diagnosability evaluation for dynamic systems: a quantitative-qualitative approach
- On the robustness of Markov jump linear systems with norm-bounded uncertainty on transition rates
- Randomization and entropy in machine learning and data processing
- On polytopes in Hurwitz region
- Research on probabilistic methods for control system design
- Infinite polytopes in Hurwitz stability region
- Application of randomized algorithms to assessment and design of observer-based fault detection systems
- Chance-constrained \(H_\infty\) control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case
- Uniform distributions and random variate generation over generalized \(l_p\) balls and spheres
- The wait-and-judge scenario approach applied to antenna array design
- Coarsest quantization for networked control of uncertain linear systems
- Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
- Why does Monte Carlo fail to work properly in high-dimensional optimization problems?
- A survey of randomized algorithms for control synthesis and performance verification
- Optimal synchronization problem for a multi-agent system
- Stochastic MPC with offline uncertainty sampling
- A primal--dual probabilistic setting for quadratic stability of uncertain systems
- Monte Carlo and Las Vegas randomized algorithms for systems and control. An introduction
- Mixed robustness: analysis of systems with uncertain deterministic and random parameters by the example of linear systems
- Polynomial chaos-based \(\mathcal{H}_2\) output-feedback control of systems with probabilistic parametric uncertainties
- A probabilistic point of view on peak effects in linear difference equations
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- A new probabilistic robust control approach for system with uncertain parameters
- A robust \(\mathcal{H}_\infty\) observer-based stabilization method for systems with uncertain parameters and Lipschitz nonlinearities
- A probabilistic solution of robustH∞control problem with scaled matrices
- Inverse sampling for nonasymptotic sequential estimation of bounded variable means
- Probabilistic estimation of the reachable set of model reference adaptive controllers using the scenario approach
- Averaged time-optimal control problem in the space of positive Borel measures
- Robust control of uncertain systems: classical results and recent developments
- A statistical learning theory approach for uncertain linear and bilinear matrix inequalities
- Networked parallel algorithms for robust convex optimization via the scenario approach
- Redundancy implies robustness for bang-bang strategies
- Performance assessment and design of abstracted models for stochastic hybrid systems through a randomized approach
- Trading performance for state constraint feasibility in stochastic constrained control: a randomized approach
- Stochastic reformulations of linear systems: algorithms and convergence theory
- Simple approximations of semialgebraic sets and their applications to control
- Sampling Random Transfer Functions
- Stochastic model predictive control of LPV systems via scenario optimization
- Distributed randomized algorithms for opinion formation, centrality computation and power systems estimation: a tutorial overview
- Semidefinite programming for chance constrained optimization over semialgebraic sets
- scientific article; zbMATH DE number 2247414 (Why is no real title available?)
- Probabilistic performance validation of deep learning‐based robust NMPC controllers
- Probabilistically certified region of attraction of a tumor growth model with combined chemo‐ and immunotherapy
- Robust tilt‐integral‐derivative controller synthesis for first‐order plus time delay and higher‐order systems
- Data‐driven mixed‐sensitivity control with automated weighting functions selection
- Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control
- Scenario based optimisation over uncertain system identification models
- Robust tracking design for uncertain MIMO systems using proportional-integral controller of order
- Multi-agent consensus with stopping rules under bounded measurement noise
- On the application of Galerkin projection based polynomial chaos in linear systems and control
- Wait-and-judge scenario optimization
- A new fault detection method for systems with uncertainty under denial-of-service attack
- Linear algebra based tracking control of a drone
- SAVER: a toolbox for sampling-based, probabilistic verification of neural networks
- Stochastic optimization of large-scale parametrized dynamical systems
- Sampling methods for multi-stage robust optimization problems
- Sufficient variable selection of high dimensional nonparametric nonlinear systems based on Fourier spectrum of density-weighted derivative
- New results on robust stability analysis and synthesis for MIMO uncertain systems
- A randomized algorithm based approach to fault detection for uncertain systems subject to deception attack
- Stochastic approximation search algorithms with randomization at the input
- A stopping rule for stochastic approximation
- On the sample size of random convex programs with structured dependence on the uncertainty
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