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Related papers: H infinity Analysis Revisited

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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

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

We consider delay differential algebraic equations (DDAEs) to model interconnected systems with time-delays. The DDAE framework does not require any elimination techniques and can directly deal with any interconnection of systems and…

Systems and Control · Electrical Eng. & Systems 2020-03-11 Suat Gumussoy , Wim Michiels

In this paper, we propose new randomized algorithms for estimating the two-to-infinity and one-to-two norms in a matrix-free setting, using only matrix-vector multiplications. Our methods are based on appropriate modifications of…

Machine Learning · Computer Science 2026-01-21 Askar Tsyganov , Evgeny Frolov , Sergey Samsonov , Maxim Rakhuba

We consider a vibrational system control problem over a finite time horizon. The performance measure of the system is taken to be $p$-mixed $H_2$ norm which generalizes the standard $H_2$ norm. We present an algorithm for efficient…

Optimization and Control · Mathematics 2023-12-27 Ivica Nakić , Marinela Pilj Vidaković , Zoran Tomljanović

The Hopf formula for Hamilton-Jacobi reachability (HJR) analysis has been proposed to solve high-dimensional differential games, producing the set of initial states and corresponding controller required to reach (or avoid) a target despite…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Will Sharpless , Nikhil Shinde , Matthew Kim , Yat Tin Chow , Sylvia Herbert

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…

Optimization and Control · Mathematics 2025-11-27 Akash Vyas , Shreyas Kumar , Jayant Kumar Mohanta , Ravi Prakash

In this paper, a modified formulation of generalized probabilistic theories that will always give rise to the structure of Hilbert space of quantum mechanics, in any finite outcome space, is presented and the guidelines to how to extend…

General Physics · Physics 2022-09-19 Raed M. Shaiia

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

Optimization and Control · Mathematics 2023-07-04 Antoine Oustry , Matteo Tacchi

In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…

Optimization and Control · Mathematics 2011-03-22 Ram Somaraju , Mazyar Mirrahimi , Pierre Rouchon

We present a novel passivity enforcement (passivation) method, called KLAP, for linear time-invariant systems based on the Kalman-Yakubovich-Popov (KYP) lemma and the closely related Lur'e equations. The passivation problem in our framework…

Optimization and Control · Mathematics 2025-10-14 Jonas Nicodemus , Matthias Voigt , Serkan Gugercin , Benjamin Unger

The computation of the $L_\infty $-norm is an important issue in $H_{\infty}$ control, particularly for analyzing system stability and robustness. This paper focuses on symbolic computation methods for determining the $L_{\infty} $-norm of…

Optimization and Control · Mathematics 2025-05-21 Grace Younes , Alban Quadrat , Fabrice Rouillier

We study integral-to-integral input-to-state stability for infinite-dimensional linear systems with inputs and trajectories in $L^p$-spaces. We start by developing the corresponding admissibility theory for linear systems with unbounded…

Optimization and Control · Mathematics 2026-05-26 Sahiba Arora , Andrii Mironchenko

We study a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes some problems arising in economics, in particular the so-called models with time to…

Optimization and Control · Mathematics 2009-07-09 Salvatore Federico , Ben Goldys , Fausto Gozzi

This paper is aimed at extending the H-infinity Bounded Real Lemma to stochastic systems under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in entropy theoretic terms using…

Systems and Control · Computer Science 2015-03-19 Michael M. Tchaikovsky , Alexander P. Kurdyukov , Victor N. Timin

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…

Numerical Analysis · Mathematics 2018-08-28 Wim Michiels , Bin Zhou

In this work we present an extension of Chubanov's algorithm to the case of homogeneous feasibility problems over a symmetric cone K. As in Chubanov's method for linear feasibility problems, the algorithm consists of a basic procedure and a…

Optimization and Control · Mathematics 2017-09-27 Bruno F. Lourenço , Tomonari Kitahara , Masakazu Muramatsu , Takashi Tsuchiya

In this article, we propose a Lyapunov stability approach to analyze the convergence of the density operator of a quantum system. In analog to the classical probability measure for Markovian processes, we show that the set of invariant…

Optimization and Control · Mathematics 2020-08-05 Muhammad F. Emzir , Matthew J. Woolley , Ian R. Petersen