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We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…

Systems and Control · Computer Science 2014-08-12 Yongxin Chen , Tryphon Georgiou , Michele Pavon

We consider optimal signalling and control of discrete-time nonlinear partially observable stochastic systems in state space form. In the first part of the paper, we characterize the operational {\it control-coding capacity}, $C_{FB}$ in…

Information Theory · Computer Science 2024-07-29 Charalambos D. Charalambous , Stelios Louka

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

In this paper, nonlinear model reduction for power systems is performed by the balancing of empirical controllability and observability covariances that are calculated around the operating region. Unlike existing model reduction methods,…

Systems and Control · Computer Science 2016-08-30 Junjian Qi , Jianhui Wang , Hui Liu , Aleksandar D. Dimitrovski

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

Optimization and Control · Mathematics 2020-10-06 Vignesh Sivaramakrishnan , Abraham P. Vinod , Meeko M. K. Oishi

The goal of this paper is to address finite-horizon minimum variance and covariance steering problems for discrete-time stochastic (Gaussian) linear systems. On the one hand, the minimum variance problem seeks for a control policy that will…

Optimization and Control · Mathematics 2020-11-12 Efstathios Bakolas

We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but…

Systems and Control · Electrical Eng. & Systems 2021-11-12 Thomas Lew , Apoorva Sharma , James Harrison , Edward Schmerling , Marco Pavone

In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Chendi Qu , Jianping He , Jialun Li , Xiaoming Duan

The problem of partial stabilization for nonlinear control systems described by the Ito stochastic differential equations is considered. For these systems, we propose a constructive control design method which leads to establishing the…

Optimization and Control · Mathematics 2020-06-02 Alexander Zuyev , Iryna Vasylieva

Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…

Robotics · Computer Science 2022-07-29 Thomas Woodruff , Iman Askari , Guanghui Wang , Huazhen Fang

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…

Optimization and Control · Mathematics 2018-01-09 Randa Herzallah

This paper addresses the problem of steering a discrete-time linear dynamical system from an initial Gaussian distribution to a final distribution in a game-theoretic setting. One of the two players strives to minimize a quadratic payoff,…

Optimization and Control · Mathematics 2020-03-09 Venkata Ramana Makkapati , Tanmay Rajpurohit , Kazuhide Okamoto , Panagiotis Tsiotras

In this contribution, we derive ILEG, an iterative algorithm to find risk sensitive solutions to nonlinear, stochastic optimal control problems. The algorithm is based on a linear quadratic approximation of an exponential risk sensitive…

Systems and Control · Computer Science 2015-12-23 Farbod Farshidian , Jonas Buchli

In highly nonlinear systems such as the ones commonly found in astrodynamics, Gaussian distributions generally evolve into non-Gaussian distributions. This paper introduces a method for effectively controlling non-Gaussian distributions in…

Systems and Control · Electrical Eng. & Systems 2025-10-16 Daniel C. Qi , Kenshiro Oguri , Puneet Singla , Maruthi R. Akella

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

In this paper, we present a new trajectory optimization algorithm for stochastic linear systems which combines Model Predictive Path Integral (MPPI) control with Constrained Covariance Steering (CSS) to achieve high performance with safety…

Optimization and Control · Mathematics 2022-04-21 Isin M. Balci , Efstathios Bakolas , Bogdan Vlahov , Evangelos Theodorou

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

This paper addresses the problem of steering a state distribution over a finite horizon in discrete time with output feedback. The incorporation of output feedback introduces additional challenges arising from the statistical coupling…

Optimization and Control · Mathematics 2026-04-01 Daniel C. Qi , Kenshiro Oguri

Spacecraft operations are influenced by uncertainties such as dynamics modeling, navigation, and maneuver execution errors. Although mission design has traditionally incorporated heuristic safety margins to mitigate the effect of…

Optimization and Control · Mathematics 2025-06-10 Naoya Kumagai , Kenshiro Oguri