Randomized Algorithms for Systems and Control: Theory and Applications

Abstract

Randomized algorithms (RA) are frequently used in many areas of engineering, computer science, physics, finance, optimization, but their appearance in systems and control is mostly limited to Monte Carlo simulations. Main objective of this mini-course is the introduction to rigorous study of RAs for uncertain systems and control, with specific applications. Randomized algorithms are Probably Approximately Correct (PAC). This implies accepting a "small" risk of giving a wrong solution. The risk can be made arbitrarily small (but not zero) taking suitable values of so-called confidence and accuracy.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 2008
Accession Number
ADA514074

Entities

People

  • Roberto Tempo

Tags

Communities of Interest

  • Air Platforms
  • Autonomy
  • Cyber
  • Space

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Computational Complexity
  • Computational Science
  • Computations
  • Computer Science
  • Computers
  • Databases
  • Dc Motors
  • Infrared Cameras
  • Lyapunov Functions
  • Manufacturing
  • Probabilistic Models
  • Probability
  • Random Variables
  • Statistical Samples
  • Theorems

Readers

  • Computer Science.
  • Regression Analysis.
  • Systems Analysis and Design