This 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.
IEEE Transactions on Automatic Control
Algorithm design and analysis, Control system analysis
Abdallah, Chaouki T. and Peter Dorato. "Randomized Algorithms for Analysis and Control of Uncertain Systems-[Book review; R. Tempo, G. Calafiore, and F. Dabbene]." IEEE Transactions on Automatic Control 52, 1 (2007): 148-149. doi:10.1109/TAC.2006.889863.