Related papers: Output feedback stable stochastic predictive contr…
This paper considers the problem of regulating a dynamical system to equilibria that are defined as solutions of an input- and state-constrained optimization problem. To solve this regulation task, we design a state feedback controller…
We present a new strategy for filtering high-dimensional multiscale systems characterized by high-order non-Gaussian statistics using observations from leading-order moments. A closed stochastic-statistical modeling framework suitable for…
The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…
In this paper, a control scheme for stochastic predefined-time stabilization is proposed, which improves the control effect compared with stochastic finite-time or fixed-time stabilization. The stochastic predefined-time stabilization…
In this paper, we consider stochastic master equations describing the evolutions of quantum systems interacting with electromagnetic fields undergoing continuous-time measurements. In particular, we study feedback control of quantum…
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…
We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…
In the theory of quantum dynamical filtering, one of the biggest issues is that the underlying system dynamics represented by a quantum stochastic differential equation must be known exactly in order that the corresponding filter provides…
In this work we analyze and bound the effect of modeling errors on the stabilization of pure states or subspaces for quantum stochastic evolutions. Different approaches are used for open-loop and feedback control protocols. For both, we…
We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…
Input estimation is a signal processing technique associated with deconvolution of measured signals after filtering through a known dynamic system. Kitanidis and others extended this to the simultaneous estimation of the input signal and…
This paper presents a technique for designing output feedback controllers for constrained linear parameter-varying systems that are subject to persistent disturbances. Specifically, we develop an incremental parameter-varying output…
We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…
This paper presents a stochastic model predictive controller (SMPC) for linear time-invariant systems in the presence of additive disturbances. The distribution of the disturbance is unknown and is assumed to have a bounded support. A…
In this paper we consider a class of linear time invariant systems with infinitely many unstable modes. By using the parameterization of all stabilizing controllers, we show that H-infinity controllers for such systems can be computed using…
We propose to explore switching methods in order to recover some properties of Kalmanlike observers for output feedback stabilization of state-affine systems that may present observability singularities. The self-tuning gain matrix in…
Achieving optimal steady-state performance in real-time is an increasingly necessary requirement of many critical infrastructure systems. In pursuit of this goal, this paper builds a systematic design framework of feedback controllers for…
We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…
The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control…