Related papers: Optimal Disturbance Rejection and Robustness for I…
We study stochastic differential equations on the $d$-dimensional flat torus $\mathbb{T}^d$ with drift and perturbation coefficients in $L^{\infty}(\mathbb{T}^d;\mathbb{R}^d)$ and additive non-degenerate noise. For the associated transfer…
The study is devoted to mathematical modeling and optimal control design of longitudinal motions of a rectilinear elastic rod. The control inputs are a force, which is normal to the cross section and distributed piecewise constantly along…
In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
We investigate an alternative solution method to the joint signal-beamformer optimization problem considered by Setlur and Rangaswamy[1]. First, we directly demonstrate that the problem, which minimizes the received noise, interference, and…
In this paper we study the identification of a time-varying linear system from its response to a known input signal. More specifically, we consider systems whose response to the input signal is given by a weighted superposition of delayed…
We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…
A second-order total variation diminishing (TVD) method with variable flux limiters is proposed to overcome the non-realizability issue, which has been one of major obstacles in applying the conventional second-order TVD schemes to the…
We investigate local optimality conditions of first and second order for integer optimal control problems with total variation regularization via a finite-dimensional switching point problem. We show the equivalence of local optimality for…
We study the infinite-horizon distributionally robust (DR) control of linear systems with quadratic costs, where disturbances have unknown, possibly time-correlated distribution within a Wasserstein-2 ambiguity set. We aim to minimize the…
Control systems are inevitably affected by external disturbances, and a major objective of the control design is to attenuate or eliminate their adverse effects on the system performance. This paper presents a disturbance rejection approach…
We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…
This paper develops an optimal relative output-feedback based solution to the containment control problem of linear heterogeneous multi-agent systems. A distributed optimal control protocol is presented for the followers to not only assure…
Inverse optimal control (IOC) aims to estimate the underlying cost that governs the observed behavior of an expert system. However, in practical scenarios, the collected data is often corrupted by noise, which poses significant challenges…
Algebraically speaking, linear time-invariant (LTI) systems can be considered as modules. In this framework, controllability is translated as the freeness of the system module. Optimal control mainly relies on quadratic Lagrangians and the…
The paper studies digital redesign of linear time-invariant analog controllers under intermittent sampling. The sampling pattern is only assumed to be uniformly bounded, but otherwise irregular and unknown a priori. The contribution of the…
Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…
In this paper, we introduce novel equations that are dual to the ones of the well-known invariant ellipsoids method. These equations yield ellipsoids with newly established geometrical interpretations and connections to linear system norms.…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
A new method for solving optimal tracking control of linear quadratic time-varying systems with multiple time delays in state and input variables and with combined constraints is presented in this paper. By using the relations of Chebyshev…