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In this paper, a new approach based on convex analysis is introduced to solve the $H_\infty$ problem for discrete-time nonlinear stochastic systems. A stochastic version of bounded real lemma is proved and the state feedback $H_\infty$…

Optimization and Control · Mathematics 2017-10-27 Xiangyun Lin , Tianliang Zhang , Weihai Zhang , Bor-Sen Chen

This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…

Optimization and Control · Mathematics 2017-05-11 Jingrui Sun

In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…

Optimization and Control · Mathematics 2012-04-18 Ather Gattami , Omid Khorsand

It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…

Optimization and Control · Mathematics 2022-02-22 Qi Lü , Tianxiao Wang

We analyze and design H-infinity controllers for general time-delay systems with time-delays in systems' state, inputs and outputs. We allow the designer to choose the order of the controller and to introduce constant time-delays in the…

Systems and Control · Electrical Eng. & Systems 2020-03-23 Suat Gumussoy , Wim Michiels

This paper formulates adaptive controller design as a minimax dual control problem. The objective is to design a controller that minimizes the worst-case performance over a set of uncertain systems. The uncertainty is described by a set of…

Optimization and Control · Mathematics 2024-09-09 Olle Kjellqvist , Anders Rantzer

For mechanical systems we present a controller able to track an unknown smooth signal, converging in finite time and by means of a continuous control signal. The control scheme is insensitive against unknown perturbations with bounded…

Systems and Control · Computer Science 2015-12-01 Jaime A. Moreno

This paper presents a new method for signal reconstruction by leveraging sampled-data control theory. We formulate the signal reconstruction problem in terms of an analog performance optimization problem using a stable discrete-time filter.…

Information Theory · Computer Science 2015-06-16 Yutaka Yamamoto , Masaaki Nagahara , Pramod P. Khargonekar

We consider the optimal control design problem for discrete-time LTI systems with state feedback, when the actuation signal is subject to unmeasurable switching propagation delays, due to e.g. the routing in a multi-hop communication…

Systems and Control · Computer Science 2015-09-14 Antonio Cicone , Alessandro D'Innocenzo , Nicola Guglielmi , Linda Laglia

This paper studies the Lagrange stabilization of a class of nonlinear systems whose linear part has a singular system matrix and which have multiple periodic (in state) nonlinearities. Both state and output feedback Lagrange stabilization…

Systems and Control · Computer Science 2013-06-27 Hua Ouyang , Ian R. Petersen , Valery Ugrinovskii

This manuscript addresses the analysis and design of feedback laws for the stabilization of bilinear control systems in infinite-dimensional spaces. It first examines weak, strong, and polynomial stabilization within a Hilbert space…

Optimization and Control · Mathematics 2026-04-15 Mohamed Ouzahra

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

Systems and Control · Computer Science 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

The theory of linear time invariant systems is well established and allows, among other things, to formulate and solve control problems in finite time. In this context the control laws are typically taken in a space of the form L^p(0,T;U).…

Optimization and Control · Mathematics 2024-09-19 Lucas Davron

We study feedback control for discrete-time linear time-invariant systems in the presence of quantization both in the control action and in the measurement of the controlled variable. While in some application the quantization effects can…

Systems and Control · Computer Science 2020-05-12 Alessandro Vittorio Papadopoulos , Federico Terraneo , Alberto Leva , Maria Prandini

This paper presents a characterization of distributed controllers subject to delay constraints induced by a strongly connected communication graph that achieve a prescribed closed loop $\mathcal{H}_\infty$ norm. Inspired by the solution to…

Optimization and Control · Mathematics 2014-02-11 Nikolai Matni

This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…

Optimization and Control · Mathematics 2016-07-25 Robert. J Elliott , Xun Li , Yuan-Hua Ni

This paper considers the problem of identifying the parameters of an uncertain linear system by means of feedback control. The problem is approached by considering time-varying controllers. It is shown that even when the uncertainty set is…

Systems and Control · Computer Science 2015-04-17 G. Battistelli , P. Tesi

Standard formulations of prescribed worst-case disturbance energy-gain control policies for linear time-varying systems depend on all forward model data. In discrete time, this dependence arises through a backward Riccati recursion. This…

Optimization and Control · Mathematics 2026-05-22 Jintao Sun , Michael Cantoni

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

This paper investigates the $H_{2}/H_{\infty}$ control problem for linear stochastic differential systems under partial observation. Unlike existing studies that assume full state accessibility, we consider the scenario where the controller…

Optimization and Control · Mathematics 2026-04-24 Changwang Xiao , Nan Yang , Qingxin Meng