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We consider solutions to the linear quadratic Gaussian (LQG) regulator problem via policy gradient (PG) methods. Although PG methods have demonstrated strong theoretical guarantees in solving the linear quadratic regulator (LQR) problem,…

Optimization and Control · Mathematics 2025-07-15 Kasra Fallah , Leonardo F. Toso , James Anderson

Ray optics is an intuitive and computationally efficient model for wave propagation through nonuniform media. However, the underlying geometrical-optics (GO) approximation of ray optics breaks down at caustics, erroneously predicting the…

Optics · Physics 2022-10-10 Nicolas A. Lopez

In this work, we develop and analyze adaptive feedback control strategies to stabilize and confine a nanoparticle at the unstable intensity minimum of an optical double-well potential. The resulting stochastic optimal control problem for a…

In this paper, we present a first comparison of different Adaptive Optics (AO) concepts to reach a given scientific specification for 3D spectroscopy on Extremely Large Telescope (ELT). We consider that a range of 30%-50% of Ensquarred…

This paper is concerned with coherent quantum linear quadratic Gaussian (CQLQG) control. The problem is to find a stabilizing measurement-free quantum controller for a quantum plant so as to minimize a mean square cost for the fully quantum…

Quantum Physics · Physics 2016-09-27 Arash Kh. Sichani , Igor G. Vladimirov , Ian R. Petersen

Linear Quadratic Gaussian (LQG) control is a framework first introduced in control theory that provides an optimal solution to linear problems of regulation in the presence of uncertainty. This framework combines Kalman-Bucy filters for the…

Neurons and Cognition · Quantitative Biology 2020-05-14 Manuel Baltieri , Christopher L. Buckley

In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow…

Systems and Control · Electrical Eng. & Systems 2021-11-09 Dipankar Maity , Panagiotis Tsiotras

We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…

Optimization and Control · Mathematics 2021-12-15 Anastasios Tsiamis , Dionysios S. Kalogerias , Alejandro Ribeiro , George J. Pappas

This paper proposes an automatic controller tuning framework based on linear optimal control combined with Bayesian optimization. With this framework, an initial set of controller gains is automatically improved according to a pre-defined…

Robotics · Computer Science 2017-09-21 Alonso Marco , Philipp Hennig , Jeannette Bohg , Stefan Schaal , Sebastian Trimpe

The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control.…

Optimization and Control · Mathematics 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

This paper is concerned with linear-quadratic-Gaussian (LQG) control for a field-mediated feedback connection of a plant and a coherent (measurement-free) controller. Both the plant and the controller are multimode open quantum harmonic…

Systems and Control · Electrical Eng. & Systems 2020-02-07 Igor G. Vladimirov , Ian R. Petersen

The direct detection and imaging of exoplanets requires the use of high-contrast adaptive optics (AO). In these systems quasi-static aberrations need to be highly corrected and calibrated. In order to achieve this, the pupil-modulated…

Instrumentation and Methods for Astrophysics · Physics 2022-05-25 Nicolas Dubost , Nazim Ali Bharmal , Marc Dubbeldam , Richard M. Myers

The imaging performance of an optical microscope can be degraded by sample-induced aberrations. A general strategy to undo the effect of these aberrations is to apply wavefront correction with a deformable mirror (DM). In most cases, the DM…

Optics · Physics 2015-06-23 Jerome Mertz , Hari Paudel , Thomas G. Bifano

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Systems and Control · Electrical Eng. & Systems 2024-01-04 Bassam Bamieh

The linear-quadratic regulator (LQR) is an efficient control method for linear and linearized systems. Typically, LQR is implemented in minimal coordinates (also called generalized or "joint" coordinates). However, other coordinates are…

Optimization and Control · Mathematics 2022-04-19 Jan Brüdigam , Zachary Manchester

In this paper we present a linear quadratic Gaussian (LQG) feedback control strategy for a class of linear non-Markovian quantum systems. The feedback control law is designed based on the estimated states of a whitening quantum filter for…

Quantum Physics · Physics 2017-02-20 Shibei Xue , Matthew R. James , Valery Ugrinovskii , Ian R. Petersen

Optimal control is often used in robotics for planning a trajectory to achieve some desired behavior, as expressed by the cost function. Most works in optimal control focus on finding a single optimal trajectory, which is then typically…

Robotics · Computer Science 2021-08-24 Teguh Santoso Lembono , Sylvain Calinon

A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…

Optimization and Control · Mathematics 2023-01-23 Haisen Zhang , Xianfeng Zhang

This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…

Robotics · Computer Science 2018-05-25 Markus Giftthaler , Jonas Buchli

We present a numerical method for the minimization of constrained optimization problems where the objective is augmented with large quadratic penalties of inconsistent equality constraints. Such objectives arise from quadratic integral…

Optimization and Control · Mathematics 2021-08-16 Martin Neuenhofen , Eric Kerrigan