Probabilistic and Randomized Methods for Design under Uncertainty


Book Description

Probabilistic and Randomized Methods for Design under Uncertainty is a collection of contributions from the world’s leading experts in a fast-emerging branch of control engineering and operations research. The book will be bought by university researchers and lecturers along with graduate students in control engineering and operational research.




Randomized Algorithms for Analysis and Control of Uncertain Systems


Book Description

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 the fundamentals of probabilistic methods in the analysis and design of systems subject to deterministic and stochastic uncertainty. The approach propounded by this text guarantees a reduction in the computational complexity of classical control algorithms and in the conservativeness of standard robust control techniques. The second edition has been thoroughly updated to reflect recent research and new applications with chapters on statistical learning theory, sequential methods for control and the scenario approach being completely rewritten. Features: · self-contained treatment explaining Monte Carlo and Las Vegas randomized algorithms from their genesis in the principles of probability theory to their use for system analysis; · development of a novel paradigm for (convex and nonconvex) controller synthesis in the presence of uncertainty and in the context of randomized algorithms; · comprehensive treatment of multivariate sample generation techniques, including consideration of the difficulties involved in obtaining identically and independently distributed samples; · applications of randomized algorithms in various endeavours, such as PageRank computation for the Google Web search engine, unmanned aerial vehicle design (both new in the second edition), congestion control of high-speed communications networks and stability of quantized sampled-data systems. Randomized Algorithms for Analysis and Control of Uncertain Systems (second edition) is certain to interest academic researchers and graduate control students working in probabilistic, robust or optimal control methods and control engineers dealing with system uncertainties. The present book is a very timely contribution to the literature. I have no hesitation in asserting that it will remain a widely cited reference work for many years. M. Vidyasagar




Randomized Algorithms for Analysis and Control of Uncertain Systems


Book Description

Moving on from earlier stochastic and robust control paradigms, this book introduces the fundamentals of probabilistic methods in the analysis and design of uncertain systems. The use of randomized algorithms, guarantees a reduction in the computational complexity of classical robust control algorithms and in the conservativeness of methods like H-infinity control. Features: • self-contained treatment explaining randomized algorithms from their genesis in the principles of probability theory to their use for robust analysis and controller synthesis; • comprehensive treatment of sample generation, including consideration of the difficulties involved in obtaining independent and identically distributed samples; • applications in congestion control of high-speed communications networks and the stability of quantized sampled-data systems. This monograph will be of interest to theorists concerned with robust and optimal control techniques and to all control engineers dealing with system uncertainties.




Engineering Design under Uncertainty and Health Prognostics


Book Description

This book presents state-of-the-art probabilistic methods for the reliability analysis and design of engineering products and processes. It seeks to facilitate practical application of probabilistic analysis and design by providing an authoritative, in-depth, and practical description of what probabilistic analysis and design is and how it can be implemented. The text is packed with many practical engineering examples (e.g., electric power transmission systems, aircraft power generating systems, and mechanical transmission systems) and exercise problems. It is an up-to-date, fully illustrated reference suitable for both undergraduate and graduate engineering students, researchers, and professional engineers who are interested in exploring the fundamentals, implementation, and applications of probabilistic analysis and design methods.




Uncertainty in Complex Networked Systems


Book Description

The chapters in this volume, and the volume itself, celebrate the life and research of Roberto Tempo, a leader in the study of complex networked systems, their analysis and control under uncertainty, and robust designs. Contributors include authorities on uncertainty in systems, robustness, networked and network systems, social networks, distributed and randomized algorithms, and multi-agent systems—all fields that Roberto Tempo made vital contributions to. Additionally, at least one author of each chapter was a research collaborator of Roberto Tempo’s. This volume is structured in three parts. The first covers robustness and includes topics like time-invariant uncertainties, robust static output feedback design, and the uncertainty quartet. The second part is focused on randomization and probabilistic methods, which covers topics such as compressive sensing, and stochastic optimization. Finally, the third part deals with distributed systems and algorithms, and explores matters involving mathematical sociology, fault diagnoses, and PageRank computation. Each chapter presents exposition, provides new results, and identifies fruitful future directions in research. This book will serve as a valuable reference volume to researchers interested in uncertainty, complexity, robustness, optimization, algorithms, and networked systems.




Randomized Algorithms for Analysis and Control of Uncertain Systems


Book Description

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 the fundamentals of probabilistic methods in the analysis and design of systems subject to deterministic and stochastic uncertainty. The approach propounded by this text guarantees a reduction in the computational complexity of classical control algorithms and in the conservativeness of standard robust control techniques. The second edition has been thoroughly updated to reflect recent research and new applications with chapters on statistical learning theory, sequential methods for control and the scenario approach being completely rewritten. Features: · self-contained treatment explaining Monte Carlo and Las Vegas randomized algorithms from their genesis in the principles of probability theory to their use for system analysis; · development of a novel paradigm for (convex and nonconvex) controller synthesis in the presence of uncertainty and in the context of randomized algorithms; · comprehensive treatment of multivariate sample generation techniques, including consideration of the difficulties involved in obtaining identically and independently distributed samples; · applications of randomized algorithms in various endeavours, such as PageRank computation for the Google Web search engine, unmanned aerial vehicle design (both new in the second edition), congestion control of high-speed communications networks and stability of quantized sampled-data systems. Randomized Algorithms for Analysis and Control of Uncertain Systems (second edition) is certain to interest academic researchers and graduate control students working in probabilistic, robust or optimal control methods and control engineers dealing with system uncertainties. The present book is a very timely contribution to the literature. I have no hesitation in asserting that it will remain a widely cited reference work for many years. M. Vidyasagar




Recent Advances in Learning and Control


Book Description

This volume is composed of invited papers on learning and control. The contents form the proceedings of a workshop held in January 2008, in Hyderabad that honored the 60th birthday of Doctor Mathukumalli Vidyasagar. The 14 papers, written by international specialists in the field, cover a variety of interests within the broader field of learning and control. The diversity of the research provides a comprehensive overview of a field of great interest to control and system theorists.







Mechanical Engineering in Uncertainties From Classical Approaches to Some Recent Developments


Book Description

Considering the uncertainties in mechanical engineering in order to improve the performance of future products or systems is becoming a competitive advantage, sometimes even a necessity, when seeking to guarantee an increasingly high safety requirement. Mechanical Engineering in Uncertainties deals with modeling, quantification and propagation of uncertainties. It also examines how to take into account uncertainties through reliability analyses and optimization under uncertainty. The spectrum of the methods presented ranges from classical approaches to more recent developments and advanced methods. The methodologies are illustrated by concrete examples in various fields of mechanics (civil engineering, mechanical engineering and fluid mechanics). This book is intended for both (young) researchers and engineers interested in the treatment of uncertainties in mechanical engineering.




Philosophies of Structural Safety and Reliability


Book Description

Uncertainty is certain to be found in structural engineering, making it crucial to structure design. This book covers three competing philosophies behind structural safety and reliability: probabilistic analysis, fuzzy set-based treatments, and the convex approach. Explaining the theory behind probabilistic analysis, fuzzy set-based treatments, and the convex approach in detail, alongside their implementation, use, and benefits, the book compares and contrasts these methods, enabling the reader to solve problems associated with uncertainty. These uncertainty issues can be seen in civil engineering structures, risk of earthquakes, impact of rough seas on ships, and turbulence affecting aerospace vehicles. Building on the authors’ many years of experience in the field, Philosophies of Structural Safety and Reliability is an essential guide to structural uncertainty. Topics covered in the book include properties of materials and their structural deterioration, safety factor and reliability, risk evaluation and loads, and their combinations. This book will be of interest to students and professionals in the fields of aerospace, civil, mechanical, marine, and ocean engineering.