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We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Hongyu Zhou , Vasileios Tzoumas

The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Optimization and Control · Mathematics 2026-03-17 Haoran Li , Xun Li , Yuan-Hua Ni , Xuebo Zhang

In this paper, we study the conditions to be satisfied by a discrete-time linear system to ensure output controllability using sparse control inputs. A set of necessary and sufficient conditions can be directly obtained by extending the…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Geethu Joseph

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This paper considers a risk-sensitive optimal control problem for a field-mediated interconnection of a quantum plant with a coherent (measurement-free) quantum controller. The plant and the controller are multimode open quantum harmonic…

Optimization and Control · Mathematics 2023-08-09 Igor G. Vladimirov , Ian R. Petersen

System level synthesis is a promising approach that formulates structured optimal controller synthesis problems as convex problems. This work solves the distributed linear-quadratic regulator problem under communication constraints directly…

Systems and Control · Electrical Eng. & Systems 2022-10-31 Olle Kjellqvist , Jing Yu

In this paper, we consider a dynamic linear system in state-space form where the observation equation depends linearly on a set of parameters. We address the problem of how to dynamically calculate these parameters in order to minimize the…

Information Theory · Computer Science 2013-04-02 Feng Jiang , Jie Chen , A. Lee Swindlehurst

We study the problem of designing a state feedback linear quadratic Gaussian (LQG) controller for a system in which the system matrices as well as the process noise covariance are unknown. We do a rigorous comparison between two approaches.…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Mingxiang Liu , Damián Marelli , Minyue Fu , Qianqian Cai

The design of communication signal sets is fundamentally a sphere packing problem. It aims to identify a set of M points in an N -dimensional space, with the objective of maximizing the separability of points that represent different…

Signal Processing · Electrical Eng. & Systems 2024-08-06 Shuaishuai Guo , Kaiqian Qu

The linear quadratic Gaussian (LQG) control problem for the linear wave equation on the unit circle with fully distributed actuation and partial state measurements is considered. An analytical solution to a spatial discretization of the…

Optimization and Control · Mathematics 2025-09-18 Addie McCurdy , Emily Jensen

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

Optimization and Control · Mathematics 2016-09-30 Jaehyun Park , Stephen Boyd

In decentralized control systems with linear dynamics, quadratic cost, and Gaussian disturbance (also called decentralized LQG systems) linear control strategies are not always optimal. Nonetheless, linear control strategies are appealing…

Optimization and Control · Mathematics 2014-03-13 Aditya Mahajan , Ashutosh Nayyar

This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…

Optimization and Control · Mathematics 2024-11-19 Dawei Liu , Juanjuan Xu , huanshui Zhang

One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic…

Optimization and Control · Mathematics 2016-11-28 Qi Lu , Tianxiao Wang , Xu Zhang

We study singular stochastic control of a two dimensional stochastic differential equation, where the first component is linear with random and unbounded coefficients. We derive existence of an optimal relaxed control and necessary…

Optimization and Control · Mathematics 2008-12-08 Daniel Andersson

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Optimization and Control · Mathematics 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

This paper presents a novel design methodology for optimal transmission policies at a smart sensor to remotely estimate the state of a stable linear stochastic dynamical system. The sensor makes measurements of the process and forms…

Optimization and Control · Mathematics 2016-11-18 Mojtaba Nourian , Alex S. Leong , Subhrakanti Dey , Daniel E. Quevedo

This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…

Optimization and Control · Mathematics 2025-02-04 Sungho Shin , Sen Na , Mihai Anitescu

This paper addresses the problem of sequence-based controller design for Networked Control Systems (NCS), where control inputs and measurements are transmitted over TCP-like network connections that are subject to stochastic packet losses…

Systems and Control · Computer Science 2012-11-14 Jörg Fischer , Achim Hekler , Maxim Dolgov , Uwe D. Hanebeck
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