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Related papers: Data-Driven LQR Control Design

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Presented is an algorithm to synthesize the optimal infinite-horizon LQR feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics but instead uses only a finite-length sampling of…

Optimization and Control · Mathematics 2026-02-16 Sean Bowerfind , Matthew R. Kirchner , Gary Hewer

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

Presented is an algorithm to synthesize an infinite-horizon LQR optimal feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics, but instead uses only a finite-length sampling of…

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

Systems and Control · Computer Science 2018-09-18 Forrest Laine , Claire Tomlin

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

This letter presents a robust data-driven receding-horizon control framework for the discrete time linear quadratic regulator (LQR) with input constraints. Unlike existing data-driven approaches that design a controller from initial data…

Optimization and Control · Mathematics 2025-10-08 Jian Zheng , Mario Sznaier

This paper studies the finite-horizon linear quadratic regulation problem where the dynamics of the system are assumed to be unknown and the state is accessible. Information on the system is given by a finite set of input-state data, where…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Monica Rotulo , Claudio De Persis , Pietro Tesi

This paper considers the discrete-time, stochastic LQR problem with $p$ steps of disturbance preview information where $p$ is finite. We first derive the solution for this problem on a finite horizon with linear, time-varying dynamics and…

Optimization and Control · Mathematics 2026-02-09 Jietian Liu , Laurent Lessard , Peter Seiler

This paper studies a continuous-time stochastic linear-quadratic (SLQ) optimal control problem on infinite-horizon. A data-driven policy iteration algorithm is proposed to solve the SLQ problem. Without knowing three system coefficient…

Optimization and Control · Mathematics 2022-09-30 Heng Zhang , Na Li

This paper presents a sample-efficient, data-driven control framework for finite-horizon linear quadratic (LQ) control of linear time-varying (LTV) systems. In contrast to the time-invariant case, the time-varying LQ problem involves a…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Sahel Vahedi Noori , Maryam Babazadeh

In this work, we revisit the Linear Quadratic Gaussian (LQG) optimal control problem from a behavioral perspective. Motivated by the suitability of behavioral models for data-driven control, we begin with a reformulation of the LQG problem…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Abed AlRahman Al Makdah , Vishaal Krishnan , Vaibhav Katewa , Fabio Pasqualetti

This paper develops a data-based approach to the closed-loop output feedback control of nonlinear dynamical systems with a partial nonlinear observation model. We propose an information state based approach to rigorously transform the…

Robotics · Computer Science 2023-10-06 Raman Goyal , Ran Wang , Mohamed Naveed Gul Mohamed , Aayushman Sharma , Suman Chakravorty

For various typical cases and situations where the formulation results in an optimal control problem, the Linear Quadratic Regulator (LQR) approach and its variants continue to be highly attractive. In certain scenarios, it can happen that…

Optimization and Control · Mathematics 2023-02-14 Jun Ma , Zilong Cheng , Xiaocong Li , Wenxin Wang , Masayoshi Tomizuka , Tong Heng Lee

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Ramin Esmzad , Hamidreza Modares

This paper presents a novel direct data-driven control framework for solving the linear quadratic regulator (LQR) under disturbances and noisy state measurements. The system dynamics are assumed unknown, and the LQR solution is learned…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Ramin Esmzad , Gokul S. Sankar , Teawon Han , Hamidreza Modares

Given one open-loop measured trajectory of a single-input single-output discrete-time linear time-invariant system, we present a framework for data-driven controller design for closed-loop finite-horizon dissipativity. First, we parametrize…

Systems and Control · Electrical Eng. & Systems 2021-06-09 Nils Wieler , Julian Berberich , Anne Koch , Frank Allgöwer

The output regulation problem for unknown linear systems has been studied using state-based and output-based internal model approaches in the special case with no disturbances. This paper further investigates the output regulation problem…

Optimization and Control · Mathematics 2026-01-07 Haoyan Lin , Jie Huang

An optimal control law for networked control systems with a discrete-time linear time-invariant (LTI) system as plant and networks between sensor and controller as well as between controller and actuator is proposed. This controller is…

Systems and Control · Electrical Eng. & Systems 2021-07-09 Marijan Palmisano , Martin Steinberger , Martin Horn

The design of direct data-based controllers has become a fundamental part of control theory research in the last few years. In this paper, we consider three classes of data-based state feedback control problems for linear systems. These…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Victor G. Lopez , Matthias A. Müller
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