Titlebook: Randomized Algorithms for Analysis and Control of Uncertain Systems; With Applications Roberto Tempo,Giuseppe Calafiore,Fabrizio Dabbene Bo

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Communications and Control Engineeringhttp://image.papertrans.cn/r/image/821120.jpg

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Elements of Probability Theory,tions, densities and expectations. Some classical univariate and multivariate density functions are listed. Convergence properties of random variables are also studied. The definitions introduced in this chapter are instrumental to the study of randomized algorithms presented in subsequent chapters.

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Linear Robust Control Design, of linear matrix inequality conditions. Linear quadratic regulator, guaranteed-cost, and . controller design problems are also discussed. The chapter ends with some historical notes on robustness and related discussions.

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Statistical Theory of Random Vectors,introduce the notions of .. radial and . radial random vectors, and analyze the properties of these distributions, highlighting the connection among .. radial symmetry and the uniform distribution in .. norm balls. These properties are used in the algorithms for vector sample generation presented next in Chap.?..

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Vector Randomization Methods,bution. We present efficient algorithms based upon the theoretical developments of the Chap.?.. The presented methods are non-asymptotic, and therefore, they can be easily implemented on parallel and distributed architectures.