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We derive finite time error bounds for estimating general linear time-invariant (LTI) systems from a single observed trajectory using the method of least squares. We provide the first analysis of the general case when eigenvalues of the LTI…

Systems and Control · Computer Science 2019-02-14 Tuhin Sarkar , Alexander Rakhlin

In optimal control problem, policy iteration (PI) is a powerful reinforcement learning (RL) tool used for designing optimal controller for the linear systems. However, the need for an initial stabilizing control policy significantly limits…

Optimization and Control · Mathematics 2024-11-13 Zhen Pang , Shengda Tang , Jun Cheng , Shuping He

In this paper we generalize the involutive methods and algorithms devised for polynomial ideals to differential ones generated by a finite set of linear differential polynomials in the differential polynomial ring over a zero characteristic…

Analysis of PDEs · Mathematics 2025-10-20 Vladimir P. Gerdt

Motivated by problems of uncertainty propagation and robust estimation we are interested in computing a polynomial sublevel set of fixed degree and minimum volume that contains a given semialgebraic set K. At this level of generality this…

Optimization and Control · Mathematics 2012-10-12 Fabrizio Dabbene , Didier Henrion

Probabilistic and set-based methods are two approaches for model invalidation, parameter and state estimation. Both classes of methods use different types of data, i.e. deterministic or probabilistic data, which allow different statements…

Optimization and Control · Mathematics 2013-11-28 Stefan Streif , Didier Henrion , Rolf Findeisen

Many practical optimization problems involve uncertain parameters that are strictly positive. However, the most common uncertainty sets used in robust optimization are the box and the ellipsoidal sets, which may include non-positive values…

Optimization and Control · Mathematics 2026-04-29 Tatsuya Tanaka , Huimin Li , Shota Yamanaka , Ellen H. Fukuda , Nobuo Yamashita

This paper is concerned with robust performance criteria for linear continuous time invariant stochastic systems driven by statistically uncertain random processes. The uncertainty is understood as the deviation of imprecisely known…

Optimization and Control · Mathematics 2019-03-06 Igor G. Vladimirov

Reducing the conditions under which a given set satisfies the stipulations of the subset sum proposition to a set of linear relationships, the question of whether a set satisfies subset sum may be answered in a polynomial number of steps by…

Data Structures and Algorithms · Computer Science 2017-05-16 Aubrey Alston

This technical report considers worst-case robustness analysis of a network of locally controlled uncertain systems with uncertain parameter vectors belonging to the ellipsoid sets found by identification procedures. In order to deal with…

Systems and Control · Computer Science 2018-07-02 Anton Korniienko , Xavier Bombois , Hakan Hjalmarsson , Gérard Scorletti

Given a polynomial $x \in {\mathbb R}^n \mapsto p(x)$ in $n=2$ variables, a symbolic-numerical algorithm is first described for detecting whether the connected component of the plane sublevel set ${\mathcal P} = \{x : p(x) \geq 0\}$…

Optimization and Control · Mathematics 2008-01-24 Didier Henrion

We propose a control design method for linear time-invariant systems that iteratively learns to satisfy unknown polyhedral state constraints. At each iteration of a repetitive task, the method constructs an estimate of the unknown…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Charlott Vallon , Francesco Borrelli

Ensuring safety of nonlinear systems under model uncertainty and external disturbances is crucial, especially for real-world control tasks. Predictive methods such as robust model predictive control (RMPC) require solving nonconvex…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Zeyang Li , Chuxiong Hu , Weiye Zhao , Changliu Liu

Markov decision processes (MDPs) provide a standard framework for sequential decision making under uncertainty. However, MDPs do not take uncertainty in transition probabilities into account. Robust Markov decision processes (RMDPs) address…

Artificial Intelligence · Computer Science 2024-05-01 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Petr Novotný , Đorđe Žikelić

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

We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…

Systems and Control · Electrical Eng. & Systems 2022-08-11 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R Stürz , Xiaojing Zhang , Francesco Borrelli

In this paper, we study structural controllability of a linear time invariant (LTI) composite system consisting of several subsystems. We assume that the neighbourhood of each subsystem is unconstrained, i.e., any subsystem can interact…

Optimization and Control · Mathematics 2017-11-17 Shana Moothedath , Prasanna Chaporkar , Madhu N. Belur

We introduce a new definition of $\pi$-flatness for linear differential delay systems with time-varying coefficients. We characterize $\pi$- and $\pi$-0-flat outputs and provide an algorithm to efficiently compute such outputs. We present…

Optimization and Control · Mathematics 2014-09-30 F. Antritter , F. Cazaurang , J. Lévine , J. Middeke

This paper discusses the robustness of the constant-delay predictor feedback in the case of an uncertain time-varying input delay. Specifically, we study the stability of the closed-loop system when the predictor feedback is designed based…

Optimization and Control · Mathematics 2019-08-29 Hugo Lhachemi , Christophe Prieur , Robert Shorten

This paper deals with sliding mode control for multivariable polytopic uncertain systems. We provide systematic procedures to design variable structure controllers (VSCs) and unit-vector controllers (UVCs). Based on suitable representations…

Optimization and Control · Mathematics 2024-11-21 Pedro Henrique Silva Coutinho , Iury Bessa , Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira

Optimal experiment design for parameter estimation is a research topic that has been in the interest of various studies. A key problem in optimal input design is that the optimal input depends on some unknown system parameters that are to…

Systems and Control · Computer Science 2019-04-17 Lirong Huang , Håkan Hjalmarsson , László Gerencsér