Probabilistic Approach to Analysis and Synthesis of Control Systems

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Probabilistic approach to analysis and synthesis of control systems was investigated from both of theoretical and application viewpoints. A sequential randomized algorithm was developed, where a probabilistic cutting plane technique based on maximal volume ellipsoid center was proposed as its effective update rule. The update rule was further modified for improving its convergence, where the structure of control problems was employed. A new stopping rule for stochastic approximation was also developed via probabilistic approach.