Randomized Algorithms for Analysis and Control of Uncertain Systems: with applications
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|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London <<[u.a.]>>
Springer
2013
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Communications and control engineering
|
| Online-Zugang: | http://scans.hebis.de/HEBCGI/show.pl?31209529_aub.html http://scans.hebis.de/HEBCGI/show.pl?31209529_bio.html http://scans.hebis.de/HEBCGI/show.pl?31209529_kub.html http://scans.hebis.de/HEBCGI/show.pl?31209529_toc.html Inhaltsverzeichnis |
| Beschreibung: | XXIII, 357 S. graph. Darst. 24x16 cm |
| ISBN: | 9781447146094 1447146093 |
Internformat
MARC
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| 003 | DE-604 | ||
| 005 | 20180412 | ||
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| 020 | |a 9781447146094 |9 978-1-447-14609-4 | ||
| 020 | |a 1447146093 |9 1-447-14609-3 | ||
| 035 | |a (OCoLC)1031437004 | ||
| 035 | |a (DE-599)HEB312095295 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-91 |a DE-11 | ||
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| 084 | |a MSR 655f |2 stub | ||
| 100 | 1 | |a Tempo, Roberto |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Randomized Algorithms for Analysis and Control of Uncertain Systems |b with applications |c Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a London <<[u.a.]>> |b Springer |c 2013 | |
| 300 | |a XXIII, 357 S. |b graph. Darst. |c 24x16 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Communications and control engineering | |
| 700 | 1 | |a Calafiore, Giuseppe |e Verfasser |4 aut | |
| 700 | 1 | |a Dabbene, Fabrizio |e Verfasser |4 aut | |
| 856 | 4 | |m X:Nielsen |q text/html |u http://scans.hebis.de/HEBCGI/show.pl?31209529_aub.html | |
| 856 | 4 | |m X:Nielsen |q text/html |u http://scans.hebis.de/HEBCGI/show.pl?31209529_bio.html | |
| 856 | 4 | |m X:Nielsen |q text/html |u http://scans.hebis.de/HEBCGI/show.pl?31209529_kub.html | |
| 856 | 4 | |m X:Nielsen |q text/html |u http://scans.hebis.de/HEBCGI/show.pl?31209529_toc.html | |
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Datensatz im Suchindex
| _version_ | 1804149700339695616 |
|---|---|
| adam_text | CONTENTS
1
OVERVIEW
.................................
1
1.1
PROBABILISTIC
AND
RANDOMIZED
METHODS
.
..............
1
1.2
STRUCTURE
OF
THE
BOOK........................
2
2
ELEMENTS
OF
PROBABILITY
THEORY
...........
7
2.1
PROBABILITY,
RANDOM
VARIABLES
AND
RANDOM
MATRICES
.......
7
2.1.1
PROBABILITY
SPACE......................
7
2.1.2
REAL
AND
COMPLEX
RANDOM
VARIABLES............
8
2.1.3
REAL
AND
COMPLEX
RANDOM
MATRICES............
9
2.1.4
EXPECTED
VALUE
AND
COVARIANCE...............
9
2.2
MARGINAL
AND
CONDITIONAL
DENSITIES.................
10
2.3
UNIVARIATE
AND
MULTIVARIATE
DENSITY
FUNCTIONS...........
10
2.4
CONVERGENCE
OF
RANDOM
VARIABLES.................
12
3
UNCERTAIN
LINEAR
SYSTEMS
........................
13
3.1
NORMS,
BALLS
AND
VOLUMES......................
13
3.1.1
VECTOR
NORMS
AND
BALLS...................
13
3.1.2
MATRIX
NORMS
AND
BALLS...................
14
3.1.3
VOLUMES...........................
16
3.2
SIGNALS................................
16
3.2.1
DETERMINISTIC
SIGNALS....................
16
3.2.2
STOCHASTIC
SIGNALS......................
17
3.3
LINEAR
TIME-INVARIANT
SYSTEMS...................
18
3.4
LINEAR
MATRIX
INEQUALITIES......................
20
3.5
COMPUTING
H
2
AND
HOO
NORMS...................
22
3.6
MODELING
UNCERTAINTY
OF
LINEAR
SYSTEMS..............
23
3.7
ROBUST
STABILITY
OF
M-A
CONFIGURATION...............
27
3.7.1
DYNAMIC
UNCERTAINTY
AND
STABILITY
RADII..........
28
3.7.2
STRUCTURED
SINGULAR
VALUE
AND
FX
ANALYSIS
.........
30
3.7.3
COMPUTATION
OF
BOUNDS
ON
IXJJ
...............
32
3.7.4
RANK-ONE
FX
PROBLEM
AND
KHARITONOV
THEORY.......
33
3.8
ROBUSTNESS
ANALYSIS
WITH
PARAMETRIC
UNCERTAINTY
.........
34
XIX
XX
CONTENTS
4
LINEAR
ROBUST
CONTROL
DESIGN......................
41
4.1
HOO
DESIGN
.............................
41
4.1.1
REGULAR
HOO
PROBLEM....................
45
4.1.2
ALTERNATIVE
LMI
SOLUTION
FOR
HOO
DESIGN..........
46
4.1.3
(JL
SYNTHESIS
.........................
48
4.2
%2
DESIGN..............................
50
4.2.1
LINEAR
QUADRATIC
REGULATOR.................
52
4.2.2
QUADRATIC
STABILIZABILITY
AND
GUARANTEED-COST.......
53
4.3
ROBUST
LMIS.............................
55
4.4
HISTORICAL
NOTES
AND
DISCUSSION
.
.................
56
5
LIMITS
OF
THE
ROBUSTNESS
PARADIGM...................
59
5.1
COMPUTATIONAL
COMPLEXITY.....................
60
5.1.1
DECIDABLE
AND
UNDECIDABLE
PROBLEMS............
60
5.1.2
TIME
COMPLEXITY
......................
61
5.1.3
NP-COMPLETENESS
AND
NP-HARDNESS
............
62
5.1.4
SOME
NP-HARD
PROBLEMS
IN
SYSTEMS
AND
CONTROL
.....
63
5.2
CONSERVATISM
OF
ROBUSTNESS
MARGIN
................
65
5.3
DISCONTINUITY
OF
ROBUSTNESS
MARGIN.................
68
6
PROBABILISTIC
METHODS
FOR
UNCERTAIN
SYSTEMS.............
71
6.1
PERFORMANCE
FUNCTION
FOR
UNCERTAIN
SYSTEMS............
71
6.2
GOOD
AND
BAD
SETS..........................
74
6.3
PROBABILISTIC
ANALYSIS
OF
UNCERTAIN
SYSTEMS............
77
6.4
DISTRIBUTION-FREE
ROBUSTNESS....................
88
6.5
HISTORICAL
NOTES
ON
PROBABILISTIC
METHODS
.............
91
7
MONTE
CARLO
METHODS..........................
93
7.1
PROBABILITY
AND
EXPECTED
VALUE
ESTIMATION.............
93
7.2
MONTE
CARLO
METHODS
FOR
INTEGRATION................
97
7.3
MONTE
CARLO
METHODS
FOR
OPTIMIZATION...............
99
7.4
QUASI-MONTE
CARLO
METHODS.....................100
7.4.1
DISCREPANCY
AND
ERROR
BOUNDS
FOR
INTEGRATION.......100
7.4.2
ONE-DIMENSIONAL
LOW
DISCREPANCY
SEQUENCES.......103
7.4.3
LOW
DISCREPANCY
SEQUENCES
FOR
N
1...........104
7.4.4
DISPERSION
AND
POINT
SETS
FOR
OPTIMIZATION.........106
8
PROBABILITY
INEQUALITIES
.........................109
8.1
PROBABILITY
INEQUALITIES.......................109
8.2
DEVIATION
INEQUALITIES
FOR
SUMS
OF
RANDOM
VARIABLES.......ILL
8.3
SAMPLE
COMPLEXITY
FOR
PROBABILITY
ESTIMATION...........113
8.4
SAMPLE
COMPLEXITY
FOR
ESTIMATION
OF
EXTREMA...........117
8.5
SAMPLE
COMPLEXITY
FOR
THE
BINOMIAL
TAIL..............120
9
STATISTICAL
LEARNING
THEORY.......................123
9.1
DEVIATION
INEQUALITIES
FOR
FINITE
FAMILIES..............123
9.2
VAPNIK-CHERVONENKIS
THEORY....................124
CONTENTS
XXI
9.3
SAMPLE
COMPLEXITY
FOR
THE
PROBABILITY
OF
FAILURE..........129
9.4
BOUNDING
THE
VC
DIMENSION....................131
9.5
POLLARD
THEORY............................133
10
RANDOMIZED
ALGORITHMS
IN
SYSTEMS
AND
CONTROL...........135
10.1
PRELIMINARIES.............................135
10.2
RANDOMIZED
ALGORITHMS:
DEFINITIONS................136
10.3
RANDOMIZED
ALGORITHMS
FOR
PROBABILISTIC
ANALYSIS.........137
10.4
RANDOMIZED
ALGORITHMS
FOR
PROBABILISTIC
DESIGN..........141
10.5
COMPUTATIONAL
COMPLEXITY.....................145
11
SEQUENTIAL
METHODS
FOR
PROBABILISTIC
DESIGN..............147
11.1
PROBABILISTIC
ORACLE.........................148
11.2
UNIFIED
ANALYSIS
OF
SEQUENTIAL
SCHEMES
..............150
11.3
UPDATE
RULES.............................152
11.3.1
SUBGRADIENT
UPDATE.......
153
11.3.2
LOCALIZATION
METHODS....................154
11.3.3
PROBABILISTIC
ELLIPSOID
ALGORITHM..............155
11.3.4
PROBABILISTIC
CUTTING
PLANE
TECHNIQUES...........156
11.4
SEQUENTIAL
METHODS
FOR
OPTIMIZATION................163
12
SCENARIO
APPROACH
TO
PROBABILISTIC
DESIGN...............165
12.1
THREE
DESIGN
PARADIGMS.......................166
12.1.1
ADVANTAGES
OF
SCENARIO
DESIGN...............167
12.2
SCENARIO
DESIGN...........................168
12.3
SCENARIO
OPTIMIZATION
WITH
VIOLATED
CONSTRAINTS..........173
12.3.1
RELATIONS
WITH
CHANCE-CONSTRAINED
DESIGN.........176
13
LEARNING-BASED
PROBABILISTIC
DESIGN..................181
13.1
SAMPLE
COMPLEXITY
OF
NONCONVEX
SCENARIO
DESIGN........183
13.2
SEQUENTIAL
ALGORITHM
FOR
NONCONVEX
SCENARIO...........186
14
RANDOM
NUMBER
AND
VARIATE
GENERATION...............193
14.1
RANDOM
NUMBER
GENERATORS
....................193
14.1.1
LINEAR
CONGRUENTIAL
GENERATORS...............194
14.1.2
RANDOM
NUMBER
GENERATORS
................196
14.2
NONUNIFORM
RANDOM
VARIABLES...................198
14.2.1
STATISTICAL
TESTS
FOR
PSEUDO-RANDOM
NUMBERS.......201
14.3
METHODS
FOR
MULTIVARIATE
RANDOM
GENERATION...........203
14.3.1
REJECTION
METHODS......................205
14.3.2
CONDITIONAL
DENSITY
METHOD.................208
14.4
ASYMPTOTIC
METHODS
BASED
ON
MARKOV
CHAINS...........209
14.4.1
RANDOM
WALKS
ON
GRAPHS..................209
14.4.2
METHODS
FOR
CONTINUOUS
DISTRIBUTIONS
...........211
14.4.3
UNIFORM
SAMPLING
IN
A
CONVEX
BODY............213
XX
UE
CONTENTS
15
STATISTICAL
THEORY
OF
RANDOM
VECTORS
.................217
15.1
RADIALLY
SYMMETRIE
DENSITIES
....................217
15.2
STATISTICAL
PROPERTIES
OF
L
P
RADIAL
REAL
VECTORS
...........218
15.3
STATISTICAL
PROPERTIES
OF
L
P
RADIAL
COMPLEX
VECTORS
........220
15.4
LP
RADIAL
VECTORS
AND
UNIFORM
DISTRIBUTION
IN
B .
U
P
........223
15.5
STATISTICAL
PROPERTIES
OF
L^
RADIAL
VECTORS
.............225
16
VECTOR
RANDOMIZATION
METHODS.....................231
16.1
REJECTION
METHODS
FOR
UNIFORM
VECTOR
GENERATION.........231
16.2
GENERALIZED
GAMMA
DENSITY
.....................233
16.3
UNIFORM
SAMPLE
GENERATION
OF
REAL
VECTORS............234
16.4
UNIFORM
SAMPLE
GENERATION
OF
COMPLEX
VECTORS..........238
16.5
UNIFORM
GENERATION
OF
STABLE
POLYNOMIALS.............239
17
STATISTICAL
THEORY
OF
RANDOM
MATRICES.................243
17.1
RADIAL
MATRIX
DENSITIES.......................243
17.1.1
HILBERT-SCHMIDT
L
P
RADIAL
MATRIX
DENSITIES........243
17.1.2
L
P
INDUCED
RADIAL
MATRIX
DENSITIES.............244
17.2
STATISTICAL
PROPERTIES
OF
L
AND
FOO
INDUCED
DENSITIES........244
17.2.1
REAL
MATRICES
WITH
FI/FOO
INDUCED
DENSITIES........245
17.2.2
COMPLEX
MATRICES
WITH
L HOO
INDUCED
DENSITIES......247
17.3
STATISTICAL
PROPERTIES
OF
A
RADIAL
DENSITIES.............248
17.3.1
POSITIVE
DEFINITE
MATRICES..................249
17.3.2
REAL
A
RADIAL
MATRIX
DENSITIES...............254
17.3.3
COMPLEX
A
RADIAL
MATRIX
DENSITIES.............259
17.4
STATISTICAL
PROPERTIES
OF
UNITARILY
INVARIANT
MATRICES........264
18
MATRIX
RANDOMIZATION
METHODS
....................267
18.1
UNIFORM
SAMPLING
IN
HILBERT-SCHMIDT
NORM
BALLS.........267
18.2
UNIFORM
SAMPLING
IN
AND
FOO
INDUCED
NORM
BALLS
.......268
18.3
REJECTION
METHODS
FOR
UNIFORM
MATRIX
GENERATION.........268
18.4
UNIFORM
GENERATION
OF
COMPLEX
MATRICES
.............270
18.4.1
SAMPLE
GENERATION
OF
SINGULAR
VALUES...........270
18.4.2
UNIFORM
GENERATION
OF
UNITARY
MATRICES..........277
18.5
UNIFORM
GENERATION
OF
REAL
MATRICES................278
18.5.1
SAMPLE
GENERATION
OF
SINGULAR
VALUES...........278
18.5.2
UNIFORM
GENERATION
OF
ORTHOGONAL
MATRICES........280
19
APPLICATIONS
OF
RANDOMIZED
ALGORITHMS................283
19.1
OVERVIEW
OF
SYSTEMS
AND
CONTROL
APPLICATIONS...........283
19.2
PAGERANK
COMPUTATION
AND
MULTI-AGENT
SYSTEMS
.........290
19.2.1
SEARCH
ENGINES
AND
PAGERANK................290
19.2.2
PAGERANK
PROBLEM......................291
19.2.3
DISTRIBUTED
RANDOMIZED
APPROACH.............295
19.2.4
DISTRIBUTED
LINK
MATRICES
AND
THEIR
AVERAGE.......
.
296
19.2.5
CONVERGENCE
OF
DISTRIBUTED
UPDATE
SCHEME........297
19.2.6
RELATIONS
TO
CONSENSUS
PROBLEMS..............297
CONTENTS
XXIII
19.3
CONTROL
DESIGN
OF
MINI-UAVS....................299
19.3.1
MODELING
THE
MH1000
PLATFORM
..............301
19.3.2
UNCERTAINTY
DESCRIPTION...................302
19.3.3
RANDOMIZED
CONTROL
ALGORITHMS..............303
19.4
PERFORMANCE
OF
HIGH-SPEED
NETWORKS
...............305
19.4.1
NETWORK
MODEL.......................305
19.4.2
COST
FUNCTION........................306
19.4.3
ROBUSTNESS
FOR
SYMMETRIC
SINGLE
BOTTLENECK........307
19.4.4
RANDOMIZED
ALGORITHMS
FOR
NONSYMMETRIC
CASE......309
19.4.5
MONTE
CARLO
SIMULATION...................310
19.4.6
QUASI-MONTE
CARLO
SIMULATION...............311
19.4.7
NUMERICAL
RESULTS......................312
19.5
PROBABILISTIC
ROBUSTNESS
OF
FLEXIBLE
STRUCTURES...........314
19.6
STABILITY
OF
QUANTIZED
SAMPLED-DATA
SYSTEMS...........318
19.6.1
PROBLEM
SETTING.......................318
19.6.2
RANDOMIZED
ALGORITHM....................322
19.6.3
NUMERICAL
EXPERIMENTS...................323
19.7
RANDOMIZED
ALGORITHMS
CONTROL
TOOLBOX..............327
APPENDIX
....................................329
A.L
TRANSFORMATIONS
BETWEEN
RANDOM
MATRICES............329
A.2
JACOBIANS
OF
TRANSFORMATIONS....................330
A.3
SELBERG
INTEGRAL...........................331
A.4
DYSON-MEHTA
INTEGRAL........................332
LIST
OF
SYMBOLS.................................333
REFERENCES...................................337
INDEX
......................................353
|
| any_adam_object | 1 |
| author | Tempo, Roberto Calafiore, Giuseppe Dabbene, Fabrizio |
| author_facet | Tempo, Roberto Calafiore, Giuseppe Dabbene, Fabrizio |
| author_role | aut aut aut |
| author_sort | Tempo, Roberto |
| author_variant | r t rt g c gc f d fd |
| building | Verbundindex |
| bvnumber | BV040607747 |
| classification_rvk | SK 880 ST 134 ST 230 |
| classification_tum | MSR 655f |
| ctrlnum | (OCoLC)1031437004 (DE-599)HEB312095295 |
| discipline | Informatik Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik |
| edition | 2. ed. |
| format | Book |
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| id | DE-604.BV040607747 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:27:12Z |
| institution | BVB |
| isbn | 9781447146094 1447146093 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025435383 |
| oclc_num | 1031437004 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM DE-11 |
| owner_facet | DE-91 DE-BY-TUM DE-11 |
| physical | XXIII, 357 S. graph. Darst. 24x16 cm |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Springer |
| record_format | marc |
| series2 | Communications and control engineering |
| spelling | Tempo, Roberto Verfasser aut Randomized Algorithms for Analysis and Control of Uncertain Systems with applications Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene 2. ed. London <<[u.a.]>> Springer 2013 XXIII, 357 S. graph. Darst. 24x16 cm txt rdacontent n rdamedia nc rdacarrier Communications and control engineering Calafiore, Giuseppe Verfasser aut Dabbene, Fabrizio Verfasser aut X:Nielsen text/html http://scans.hebis.de/HEBCGI/show.pl?31209529_aub.html X:Nielsen text/html http://scans.hebis.de/HEBCGI/show.pl?31209529_bio.html X:Nielsen text/html http://scans.hebis.de/HEBCGI/show.pl?31209529_kub.html X:Nielsen text/html http://scans.hebis.de/HEBCGI/show.pl?31209529_toc.html HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025435383&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Tempo, Roberto Calafiore, Giuseppe Dabbene, Fabrizio Randomized Algorithms for Analysis and Control of Uncertain Systems with applications |
| title | Randomized Algorithms for Analysis and Control of Uncertain Systems with applications |
| title_auth | Randomized Algorithms for Analysis and Control of Uncertain Systems with applications |
| title_exact_search | Randomized Algorithms for Analysis and Control of Uncertain Systems with applications |
| title_full | Randomized Algorithms for Analysis and Control of Uncertain Systems with applications Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene |
| title_fullStr | Randomized Algorithms for Analysis and Control of Uncertain Systems with applications Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene |
| title_full_unstemmed | Randomized Algorithms for Analysis and Control of Uncertain Systems with applications Roberto Tempo, Giuseppe Calafiore, Fabrizio Dabbene |
| title_short | Randomized Algorithms for Analysis and Control of Uncertain Systems |
| title_sort | randomized algorithms for analysis and control of uncertain systems with applications |
| title_sub | with applications |
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