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In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…

Methodology · Statistics 2021-05-20 Henry Lam , Huajie Qian

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Ibon Gracia , Dimitris Boskos , Morteza Lahijanian , Luca Laurenti , Manuel Mazo

Safe control of constrained linear systems under both epistemic and aleatory uncertainties is considered. The aleatory uncertainty characterizes random noises and is modeled by a probability distribution function (PDF) and the epistemic…

Systems and Control · Electrical Eng. & Systems 2022-10-28 Hamidreza Modares

In this paper, we study the problem of control of discrete-time linear time varying systems over uncertain channels. The uncertainty in the channels is modeled as a stochastic random variable. We use exponential mean square stability of the…

Optimization and Control · Mathematics 2014-09-01 Amit Diwadkar , Umesh Vaidya

Given a stochastic nonlinear system controlled over a possibly noisy communication channel, the paper studies the largest class of channels for which there exist coding and control policies so that the closed-loop system is stochastically…

Optimization and Control · Mathematics 2020-05-05 Christoph Kawan , Serdar Yüksel

Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…

Systems and Control · Computer Science 2018-06-06 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

In this work, we propose the design and analysis of a novel continuous robust controller for a class of multi--input multi--output (MIMO) nonlinear uncertain systems. The systems under consideration contains unstructured uncertainties in…

Optimization and Control · Mathematics 2013-01-24 Baris Bidikli , Enver Tatlicioglu , Erkan Zergeroglu , Alper Bayrak

We propose a Stein variational distributionally robust controller for nonlinear dynamical systems with latent parametric uncertainty. The method is an alternative to conservative worst-case ambiguity-set optimization with a deterministic…

Robotics · Computer Science 2026-04-16 Hrishikesh Sathyanarayan , Ian Abraham

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

This paper presents a scheme to design a tracking controller for a class of uncertain nonlinear systems using a robust feedback linearization approach. The scheme is composed of two steps. In the first step, a linearized uncertainty model…

Systems and Control · Computer Science 2012-03-01 Obaid Ur Rehman , Ian R. Petersen , Barıs Fidan

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

We investigate stability analysis and controller design of unknown continuous-time systems under state-feedback with aperiodic sampling, using only noisy data but no model knowledge. We first derive a novel data-dependent parametrization of…

Optimization and Control · Mathematics 2022-08-26 Julian Berberich , Stefan Wildhagen , Michael Hertneck , Frank Allgöwer

Spatially referenced data often have autocovariance functions with elliptical isolevel contours, a property known as geometric anisotropy. The anisotropy parameters include the tilt of the ellipse (orientation angle) with respect to a…

Statistics Theory · Mathematics 2021-10-04 Manolis P. Petrakis , Dionissios T. Hristopulos

The theory of covariance control and covariance steering (CS) deals with controlling the dispersion of trajectories of a dynamical system, under the implicit assumption that accurate prior knowledge of the system being controlled is…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Joshua Pilipovsky , Panagiotis Tsiotras

This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…

Optimization and Control · Mathematics 2024-04-22 Ethan LoCicero , Amy Strong , Leila Bridgeman

We present a method for providing statistical guarantees on runtime safety and goal reachability for integrated planning and control of a class of systems with unknown nonlinear stochastic underactuated dynamics. Specifically, given a…

Robotics · Computer Science 2022-12-15 Craig Knuth , Glen Chou , Jamie Reese , Joe Moore

This paper addresses the problem of risk-aware fixed-time stabilization of a class of uncertain, output-feedback nonlinear systems modeled via stochastic differential equations. First, novel classes of certificate functions, namely…

Optimization and Control · Mathematics 2024-04-01 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Dimitra Panagou