Related papers: Preliminary result on stochastic system control th…
This paper deals with the problem of estimating the state of a linear time-invariant system in the presence of sporadically available measurements and external perturbations. An observer with a continuous intersample injection term is…
The paper presents a new control algorithm for unstable linear systems with input delay. In comparison with known analogues, the control law has been designed, which is a modification of the Smith predictor, and is the simplest one to…
This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…
The problem of partial stabilization for nonlinear control systems described by the Ito stochastic differential equations is considered. For these systems, we propose a constructive control design method which leads to establishing the…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…
This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
Sampling arises simultaneously with input and output delays in networked control systems. When the delay is left uncompensated, the sampling period is generally required to be sufficiently small, the delay sufficiently short, and, for…
In this work, sample-based observability of linear discrete-time systems is studied. That is, we consider the case where the system output measurements are not available at every time instance. It is shown that some discrete-time systems…
This paper is concerned with the open-loop time-consistent solution of time-inconsistent mean-field stochastic linear-quadratic optimal control. Different from standard stochastic linear-quadratic problems, both the system matrices and the…
This letter presents a data-driven framework for the design of stabilizing controllers from input-output data in the continuous-time, linear, and time-invariant domain. Rather than relying on measurements or reliable estimates of input and…
This paper is concerned with the stability analysis of encrypted observer-based control for linear continuous-time systems. Since conventional encryption has limited ability to deploy in continuous-time integral computation, our work…
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…
Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…
We study the stability of unstable steady states in scalar retarded time-delayed systems subjected to a variable-delay feedback control. The important aspect of such a control problem is that time-delayed systems are already…
This paper explores the theoretical limits of using discrete abstractions for nonlinear control synthesis. More specifically, we consider the problem of deciding continuous-time control with temporal logic specifications. We prove that…
For a general class of dynamical systems (of which the canonical continuous and uniform discrete versions are but special cases), we prove that there is a state feedback gain such that the resulting closed-loop system is uniformly…
In this paper, we formulate a general time-inconsistent stochastic linear--quadratic (LQ) control problem. The time-inconsistency arises from the presence of a quadratic term of the expected state as well as a state-dependent term in the…