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We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…

Optimization and Control · Mathematics 2016-10-21 Luca Deori , Simone Garatti , Maria Prandini

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…

Optimization and Control · Mathematics 2020-07-02 Georgios Kotsalis , Guanghui Lan , Arkadi Nemirovski

%!TEX root = LCSS_main_max.tex The widespread adoption of nonlinear Receding Horizon Control (RHC) strategies by industry has led to more than 30 years of intense research efforts to provide stability guarantees for these methods. However,…

Optimization and Control · Mathematics 2024-01-29 Tyler Westenbroek , Max Simchowitz , Michael I. Jordan , S. Shankar Sastry

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

Systems and Control · Computer Science 2013-07-16 Giuseppe C. Calafiore , Lorenzo Fagiano

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

This paper considers the problem of localizing a set of nodes in a wireless sensor network when both their positions and the parameters of the communication model are unknown. We assume that a single agent moves through the environment,…

Systems and Control · Electrical Eng. & Systems 2024-02-20 Yancheng Zhu , Sean B. Andersson

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

Optimization and Control · Mathematics 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introducing a quadratic performance index such that the regulated…

Optimization and Control · Mathematics 2022-09-16 Shichao Lv , Hongdan Li , Kai Peng , Huanshui Zhang

We propose a receding horizon control strategy that readily handles systems that exhibit interval-wise total energy constraints on the input control sequence. The approach is based on a variable optimization horizon length and contractive…

Systems and Control · Computer Science 2012-03-22 Eduardo Arvelo , Nuno C. Martins

This paper considers receding horizon control of finite deterministic systems, which must satisfy a high level, rich specification expressed as a linear temporal logic formula. Under the assumption that time-varying rewards are associated…

Optimization and Control · Mathematics 2012-03-14 Xuchu Ding , Mircea Lazar , Calin Belta

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

We study the stability of receding horizon control for continuous-time non-linear stochastic differential equations. We illustrate the results with a simulation example in which we employ receding horizon control to design an investment…

Optimization and Control · Mathematics 2012-08-21 Fajin Wei , Andrea Lecchini-Visintini

We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…

Chaotic Dynamics · Physics 2009-10-31 Anil Maybhate , R. E. Amritkar

This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…

Optimization and Control · Mathematics 2025-01-22 Yuji Ito , Kenji Fujimoto

The problem of dynamic estimation of all parameters of a model representing chaotic and hyperchaotic systems using information from a scalar measured output is solved. The variational calculus based method is robust in the presence of…

Chaotic Dynamics · Physics 2015-06-26 Rahul Konnur

This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…

Optimization and Control · Mathematics 2019-12-12 Kristoffer Bergman , Oskar Ljungqvist , Torkel Glad , Daniel Axehill

This paper addresses the problem of optimally controlling nonlinear systems with norm-bounded disturbances and parametric uncertainties while robustly satisfying constraints. The proposed approach jointly optimizes a nominal nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-09-14 Antoine P. Leeman , Jerome Sieber , Samir Bennani , Melanie N. Zeilinger

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

We propose a simple method to estimate the parameters involved in discrete dynamical systems from time series. The method is based on the concept of controlling chaos by constant feedback. The major advantages of the method are that it…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

Although a number of solutions exist for the problems of coverage, search and target localization---commonly addressed separately---whether there exists a unified strategy that addresses these objectives in a coherent manner without being…

Robotics · Computer Science 2017-08-29 Anastasia Mavrommati , Emmanouil Tzorakoleftherakis , Ian Abraham , Todd D. Murphey