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In this paper, we define and solve the Inverse Stochastic Optimal Control (ISOC) problem of the linear-quadratic Gaussian (LQG) and the linear-quadratic sensorimotor (LQS) control model. These Stochastic Optimal Control (SOC) models are…

Optimization and Control · Mathematics 2022-11-01 Philipp Karg , Simon Stoll , Simon Rothfuß , Sören Hohmann

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

Optimization and Control · Mathematics 2022-01-13 Andrea Pesare , Michele Palladino , Maurizio Falcone

In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…

Optimization and Control · Mathematics 2024-09-17 Nian Liu , Cheng Zhao , Shaolin Tan , Jinhu Lü

We present a quantum algorithm for solving the finite-horizon discrete-time Linear Quadratic Gaussian (LQG) control problem, which integrates optimal control and state estimation in the presence of stochastic disturbances and noise.…

Quantum Physics · Physics 2025-07-15 Nahid Binandeh Dehaghani , Rafal Wisniewski , A. Pedro Aguiar

The resolution and contrast of microscope imaging is often affected by aberrations introduced by imperfect optical systems and inhomogeneous refractive structures in specimens. Adaptive optics (AO) compensates these aberrations and restores…

Based on a recently developed notion of physical realizability for quantum linear stochastic systems, we formulate a quantum LQG optimal control problem for quantum linear stochastic systems where the controller itself may also be a quantum…

Quantum Physics · Physics 2009-08-07 H. I. Nurdin , M. R. James , I. R. Petersen

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…

Optimization and Control · Mathematics 2019-06-25 Horia Mania , Stephen Tu , Benjamin Recht

This paper revisits the classical Linear Quadratic Gaussian (LQG) control from a modern optimization perspective. We analyze two aspects of the optimization landscape of the LQG problem: 1) connectivity of the set of stabilizing controllers…

Optimization and Control · Mathematics 2021-02-09 Yang Zheng , Yujie Tang , Na Li

The standard linear quadratic Gaussian (LQG) framework assumes a Brownian noise process and relies on classical stochastic calculus tools, such as those based on It\^o calculus. In this paper, we solve a generalized linear quadratic optimal…

Systems and Control · Electrical Eng. & Systems 2026-02-11 Mostafa M. Shibl , Sharan Srinivasan , Harsha Honnappa , Vijay Gupta

Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples with regularization of the updates. The connections with…

Optimization and Control · Mathematics 2016-12-15 Giorgio Gnecco , Alberto Bemporad , Marco Gori , Marcello Sanguineti

In this paper, we propose a differential evolution (DE) algorithm specifically tailored for the design of Linear-Quadratic-Gaussian (LQG) controllers in quantum systems. Building upon the foundational DE framework, the algorithm…

Quantum Physics · Physics 2026-04-10 Chunxiang Song , Yanan Liu , Guofeng Zhang , Huadong Mo , Daoyi Dong

Adaptive optics (AO) is a powerful image correction technique with proven benefits for many life-science microscopy methods. However, the complexity of adding a reflective wavefront modulator and a wavefront sensor into already complicated…

We study the policy gradient method (PGM) for the linear quadratic Gaussian (LQG) dynamic output-feedback control problem using an input-output-history (IOH) representation of the closed-loop system. First, we show that any dynamic…

Optimization and Control · Mathematics 2025-10-23 Tomonori Sadamoto , Takashi Tanaka

A weighted summation of Integral of Time Multiplied Absolute Error (ITAE) and Integral of Squared Controller Output (ISCO) minimization based time domain optimal tuning of fractional-order (FO) PID or PI{\lambda}D{\mu} controller is…

Optimization and Control · Mathematics 2013-06-18 Saptarshi Das , Indranil Pan , Kaushik Halder , Shantanu Das , Amitava Gupta

Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Jingliang Duan , Jie Li , Yinsong Ma , Liye Tang , Guofa Li , Liping Zhang , Shengbo Eben Li , Lin Zhao

The Linear Quadratic Gaussian (LQG) regulator is a cornerstone of optimal control theory, yet its performance can degrade significantly when the noise distributions deviate from the assumed Gaussian model. To address this limitation, this…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Riccardo Cescon , Andrea Martin , Giancarlo Ferrari-Trecate

This paper presents a simulation-based comparison between the two controllers, Proportional Integral Derivative (PID), a classical controller and Linear Quadratic Regulator (LQR), an optimal controller, for a linearized quadrotor model. To…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Prathamesh Saraf , Manan Gupta , Alivelu Manga Parimi

Linear quadratic Gaussian (LQG) control is a well-established method for optimal control through state estimation, particularly in stabilizing an inverted pendulum on a cart. In standard laboratory setups, sensor redundancy enables direct…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Daniel Engelsman , Itzik Klein

Multifocal plane microscopy (MUM) allows three dimensional objects to be imaged in a single camera frame. Our approach uses dual orthogonal diffraction phase gratings with a quadratic distortion of the lines to apply defocus to the first…

Optics · Physics 2020-03-13 Benjamin Gore , Noah Schwartz , Paul Dalgarno