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Related papers: LQG Control and Sensing Co-Design

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Linear-Quadratic-Gaussian (LQG) control is concerned with the design of an optimal controller and estimator for linear Gaussian systems with imperfect state information. Standard LQG assumes the set of sensor measurements, to be fed to the…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Luca Carlone , George J. Pappas , Ali Jadbabaie

We investigate the joint actuator-sensor design problem for stochastic linear control systems. Specifically, we address the problem of identifying a pair of sensor and actuator which gives rise to the minimum expected value of a quadratic…

Systems and Control · Computer Science 2018-06-12 Xudong Chen

We consider a discrete-time Linear-Quadratic-Gaussian (LQG) control problem in which Massey's directed information from the observed output of the plant to the control input is minimized while required control performance is attainable.…

Optimization and Control · Mathematics 2017-06-13 Takashi Tanaka , Peyman Mohajerin Esfahani , Sanjoy K. Mitter

We consider a joint sensor and controller design problem for linear Gaussian stochastic systems in which a weighted sum of quadratic control cost and the amount of information acquired by the sensor is minimized. This problem formulation is…

Optimization and Control · Mathematics 2015-03-09 Takashi Tanaka , Henrik Sandberg

We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…

Optimization and Control · Mathematics 2021-09-28 Oron Sabag , Peida Tian , Victoria Kostina , Babak Hassibi

We consider the problem of controlling a linear dynamical system from bilinear observations with minimal quadratic cost. Despite the similarity of this problem to standard linear quadratic Gaussian (LQG) control, we show that when the…

Optimization and Control · Mathematics 2025-10-23 Yahya Sattar , Sunmook Choi , Yassir Jedra , Maryam Fazel , Sarah Dean

The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic cost over a finite time horizon for linear stochastic systems…

Optimization and Control · Mathematics 2021-06-01 Donghwan Lee , Do Wan Kim

In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…

Systems and Control · Electrical Eng. & Systems 2021-01-01 Yunhan Huang , Quanyan Zhu

In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow…

Systems and Control · Electrical Eng. & Systems 2021-11-09 Dipankar Maity , Panagiotis Tsiotras

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

Based on a recently developed notion of physical realizability for quantum linear stochastic systems, we formulate a quantum LQG optimal control problem for quantum linear stochastic systems where the controller itself may also be a quantum…

Quantum Physics · Physics 2009-08-07 H. I. Nurdin , M. R. James , I. R. Petersen

We study the distributed Linear Quadratic Gaussian (LQG) control problem in discrete-time and finite-horizon, where the controller depends linearly on the history of the outputs and it is required to lie in a given subspace, e.g. to possess…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Maryam Kamgarpour

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and…

Optimization and Control · Mathematics 2023-11-02 Bahar Taşkesen , Dan A. Iancu , Çağıl Koçyiğit , Daniel Kuhn

In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Dipankar Maity , Panagiotis Tsiotras

Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the…

Systems and Control · Electrical Eng. & Systems 2022-10-26 Solomon Goldgraber Casspi , Oliver Husser , Guy Revach , Nir Shlezinger

In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality of semidefinite programming (SDP) problems. In particular,…

Optimization and Control · Mathematics 2021-08-21 Donghwan Lee

We study the problem of adaptive control in partially observable linear quadratic Gaussian control systems, where the model dynamics are unknown a priori. We propose LqgOpt, a novel reinforcement learning algorithm based on the principle of…

Machine Learning · Computer Science 2020-06-25 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

Control scheduling refers to the problem of assigning agents or actuators to act upon a dynamical system at specific times so as to minimize a quadratic control cost, such as the objective of the Linear-quadratic-Gaussian (LQG) or the…

Optimization and Control · Mathematics 2021-03-30 Luiz F. O. Chamon , Alexandre Amice , Alejandro Ribeiro

Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Jingliang Duan , Jie Li , Yinsong Ma , Liye Tang , Guofa Li , Liping Zhang , Shengbo Eben Li , Lin Zhao

This paper fills a gap in the literature by considering a joint sensor and actuator configuration problem under the linear quadratic Gaussian (LQG) performance without assuming a predefined set of candidate components. Different from the…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Nachuan Yang , Yuzhe Li , Ling Shi , Tongwen Chen
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