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Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

In this paper, we directly design a state feedback controller that stabilizes a class of uncertain nonlinear systems solely based on input-state data collected from a finite-length experiment. Necessary and sufficient conditions are derived…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Alessandro Luppi , Claudio De Persis , Pietro Tesi

This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…

Optimization and Control · Mathematics 2017-11-01 Shaolin Ji , Xiaole Xue

In this article, we survey the primary research on polyhedral computing methods for constrained linear control systems. Our focus is on the modeling power of convex optimization, featured to design set-based robust and optimal controllers.…

Optimization and Control · Mathematics 2024-12-18 Boris Houska , Matthias A. Müller , Mario E. Villanueva

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

We consider the problem of designing control laws for stochastic jump linear systems where the disturbances are drawn randomly from a finite sample space according to an unknown distribution, which is estimated from a finite sample of…

Systems and Control · Computer Science 2019-10-31 Mathijs Schuurmans , Pantelis Sopasakis , Panagiotis Patrinos

In a paper by Willems and coauthors it was shown that persistently exciting data can be used to represent the input-output behavior of a linear system. Based on this fundamental result, we derive a parametrization of linear feedback systems…

Systems and Control · Computer Science 2019-09-10 Claudio De Persis , Pietro Tesi

This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…

Systems and Control · Computer Science 2012-11-27 Jean-Francois Stumper , Ralph Kennel

We present an algorithm for computing sparse, least squares-based polynomial chaos expansions, incorporating both adaptive polynomial bases and sequential experimental designs. The algorithm is employed to approximate stochastic…

Computational Engineering, Finance, and Science · Computer Science 2020-01-13 Dimitrios Loukrezis , Armin Galetzka , Herbert De Gersem

This work is concerned with optimal control of partial differential equations where the control enters the state equation as a coefficient and should take on values only from a given discrete set of values corresponding to available…

Optimization and Control · Mathematics 2017-02-27 Christian Clason , Karl Kunisch

We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Shawn Priore , Meeko Oishi

An approach to stabilization of control systems with ultimately wide ranges of uncertainly disturbed parameters is offered. The method relies on using of nonlinear structurally stable functions from catastrophe theory as controllers.…

Optimization and Control · Mathematics 2009-01-20 Viktor Ten

The efficient detection of chaotic behavior in orbits of a complex dynamical system is an active domain of research. Several indicators have been proposed in the past, and new ones have recently been developed in view of improving the…

Dynamical Systems · Mathematics 2023-07-05 A. Bazzani , M. Giovannozzi , C. E. Montanari , G. Turchetti

This work presents a sum-of-squares (SOS) based framework to perform data-driven stabilization and robust control tasks on discrete-time linear systems where the full-state observations are corrupted by L-infinity bounded input,…

Optimization and Control · Mathematics 2023-03-31 Jared Miller , Tianyu Dai , Mario Sznaier

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

Optimization and Control · Mathematics 2019-06-05 Jack Umenberger , Mina Ferizbegovic , Thomas B. Schön , Håkan Hjalmarsson

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Naeem Turner-Bandele , Amritanshu Pandey , Larry Pileggi

This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Anastasis Georgiou , Furqan Tahir , Imad M. Jaimoukha , Simos A. Evangelou

In this paper, a nonlinear system aiming at reducing the signal transmission rate in a networked control system is constructed by adding nonlinear constraints to a linear feedback control system. Its stability is investigated in detail. It…

Chaotic Dynamics · Physics 2015-06-19 Guofeng Zhang , Tongwen Chen
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