Randomized Algorithms for Analysis and Control of Uncertain Systems-[Book review; R. Tempo, G. Calafiore, and F. Dabbene]

Digital Object Identifier: 10.1109/TAC.2006.889863This is the first book that fully covers both randomized algorithms and robust control design. Some of the major topics covered include: a review of probability theory; the robust control problem; computational complexity; probabilistic methods for robust analysis; review of Monte Carlo and quasi-Monte Carlo methods; randomized algorithms for robust analysis and synthesis; sample size bounds for estimation and optimization sequential algorithms; and random number generation. It includes applications of randomized algorithms to some control problems. This unique book could be used as a text for a graduate level special-topics course on random algorithms for robust control. It is also a valuable as a reference book for research and industrial applications of random algorithms.IEE