Randomized Algorithms for Analysis and Control of Uncertain Systems

Roberto Tempo is one of the next generation of "top brass" in the control research community. He is currently the director of research at the National Research Council of Italy. Like any leading academic, he has the usual "long-as-your-arm" string of publications, both in refereed journals and at conferences. This is his second book, the first being an edited volume Robustness in Identification and Control. He is a regular member of program committees for several IFAC, IEEE, IEE and EUCA (European Union Control Association) conferences including Conference on Decision and Control (of which he will be program chair when the conference joins with ECC in Seville 2005) and is a fellow of the IEEE. He has been Associate Editor of IEEE Transaction on Automatic Control and is at present the Deputy Editor-in-Chief of Automatica the most widely read and respected journal in the field of theoretical control. Giuseppe Calafiore is an up-and coming academic who has established a reputation on both sides of the Atlantic with frequent periods as a visiting scholar at both Stanford University and UC Berkeley.

Overview.- 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.- Appendix.