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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

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 a Linear-Quadratic-Gaussian (LQG) control and sensing co-design problem, where one jointly designs sensing and control policies. We focus on the realistic case where the sensing design is selected among a finite set of…

Optimization and Control · Mathematics 2020-05-20 Vasileios Tzoumas , Luca Carlone , George J. Pappas , Ali Jadbabaie

In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…

Optimization and Control · Mathematics 2024-09-17 Nian Liu , Cheng Zhao , Shaolin Tan , Jinhu Lü

We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of…

Optimization and Control · Mathematics 2020-04-21 Hermann Mena , Lena-Maria Pfurtscheller , Matthias Voigt

We study the problem of jointly designing a sparse sensor and actuator schedule for linear dynamical systems while guaranteeing a control/estimation performance that approximates the fully sensed/actuated setting. We further prove a…

Systems and Control · Electrical Eng. & Systems 2020-05-08 Milad Siami , Ali Jadbabaie

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 problem of placing or selecting sensors and control nodes plays a pivotal role in the operation of dynamic networks. This paper proposes optimal algorithms and heuristics to solve the simultaneous sensor and actuator selection problem…

Optimization and Control · Mathematics 2019-03-11 Sebastian A. Nugroho , Ahmad F. Taha , Nikolaos Gatsis , Tyler H. Summers , Ram Krishnan

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

A disjunctive sensing and actuation problem is considered in which the actuators and sensors are prevented from operating together over any given time step. This problem is motivated by practical applications in the area of spacecraft…

Optimization and Control · Mathematics 2018-09-12 Richard L Sutherland , Ilya V Kolmanovsky , Anouck R Girard , Frederick A Leve , Christopher D Petersen

We consider a discrete-time linear-quadratic Gaussian control problem in which we minimize a weighted sum of the directed information from the state of the system to the control input and the control cost. The optimal control and sensing…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Murat Cubuktepe , Takashi Tanaka , Ufuk Topcu

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

This paper is concerned with the design of a linear control law for linear systems with stationary additive disturbances. The objective is to find a state feedback gain that minimizes a quadratic stage cost function, while observing chance…

Optimization and Control · Mathematics 2025-10-03 Georg Schildbach , Paul Goulart , Manfred Morari

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

In this paper, we study the distributed adaptive estimation problem of continuous-time stochastic dynamic systems over sensor networks where each agent can only communicate with its local neighbors. A distributed least squares (LS)…

Systems and Control · Electrical Eng. & Systems 2023-09-07 Xinghua Zhu , Zhixin Liu

We consider nonlinear stochastic systems that arise in path planning and control of mobile robots. As is typical of almost all nonlinear stochastic systems, the optimally solving problem is intractable. We provide a design approach which…

Robotics · Computer Science 2017-05-25 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

We treat the statistical inference problems in which one needs to detect and estimate simultaneously using as small number of samples as possible. Conventional methods treat the detection and estimation subproblems separately, ignoring the…

Applications · Statistics 2014-11-07 Yasin Yilmaz , Shang Li , Xiaodong Wang

This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…

Optimization and Control · Mathematics 2024-11-19 Dawei Liu , Juanjuan Xu , huanshui Zhang

For a networked control system, we consider the problem of encoder and controller design. We study a discrete-time linear plant with a finite horizon performance cost, comprising of a quadratic function of the states and controls, and an…

Optimization and Control · Mathematics 2016-02-22 Maben Rabi , Chithrupa Ramesh , Karl Henrik Johansson

Motivated by various distributed control applications, we consider a linear system with Gaussian noise observed by multiple sensors which transmit measurements over a dynamic lossy network. We characterize the stationary optimal sensor…

Systems and Control · Electrical Eng. & Systems 2021-01-11 Hassan Hmedi , Johnson Carroll , Ari Arapostathis
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