Related papers: A Robust Continuous Time Fixed Lag Smoother for No…

This paper develops a robust fixed time optimization framework for constrained problems that guarantees exact constraint satisfaction and convergence to KKT points within fixed time , independent of initial conditions. The approach treats…

This paper introduces new techniques for using convex optimization to fit input-output data to a class of stable nonlinear dynamical models. We present an algorithm that guarantees consistent estimates of models in this class when a small…

Linear time-varying (LTV) systems are widely used for modeling real-world dynamical systems due to their generality and simplicity. Providing stability guarantees for LTV systems is one of the central problems in control theory. However,…

A static non-linear homogeneous feedback for a fixed-time stabilization of a linear time-invariant (LTI) system is designed in such a way that the settling time is assigned exactly to a prescribed constant for all nonzero initial…

Accurate platform localization is an integral component of most robotic systems. As these robotic systems become more ubiquitous, it is necessary to develop robust state estimation algorithms that are able to withstand novel and…

We provide a solution to the heretofore open problem of stabilization of systems with arbitrarily long delays at the input and output of a nonlinear system using output feedback only. The solution is global, employs the predictor approach…

The Kalman filter and Rauch-Tung-Striebel (RTS) smoother are optimal for state estimation in linear dynamic systems. With nonlinear systems, the challenge consists in how to propagate uncertainty through the state transitions and output…

This paper investigates a subgradient-based algorithm to solve the system identification problem for linear time-invariant systems with non-smooth objectives. This is essential for robust system identification in safety-critical…

The conceptually new approach based on the logarithmic norm to design of robust adaptive state-feedback controller for linear time-varying (LTV) systems under system's modeling uncertainty and nonlinear external disturbance is proposed.…

A simple procedure for the design of recursive digital filters with an infinite impulse response (IIR) and non-recursive digital filters with a finite impulse response (FIR) is described. The fixed-lag smoothing filters are designed to…

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a…

This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…

This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…

This note studies the robust output feedback stabilization problem of a class of multi-input multi-output invertible nonlinear systems, for which an "ideal" state feedback based on feedback linearization can be designed under certain mild…

We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be…

This paper considers the problem of robust stability for a class of uncertain quantum systems subject to unknown perturbations in the system Hamiltonian. Some general stability results are given for different classes of perturbations to the…

We present a numerically-stable parallel-in-time linear Kalman smoother. The smoother uses a novel highly-parallel QR factorization for a class of structured sparse matrices for state estimation, and an adaptation of the SelInv…

Results on the problem of stabilizing a nonlinear continuous-time system by a finite number of control or measurement values are presented. The basic tool is a discontinuous version of the so-called semi-global backstepping lemma. We derive…

We address the output regulation problem of linear systems with non-smooth and non-periodic exogenous signals. Specifically, we first formulate and solve the full-information problem by designing a state-feedback controller. We study the…