Related papers: Optimal robustness of passive discrete time system…
This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to…
This paper addresses the problem of designing an optimal output feedback controller with a specified controller structure for linear time-invariant (LTI) systems to maximize the passivity level for the closed-loop system, in both…
Passivity indices have been widely adopted to derive distributed stability certificates for power systems. Nevertheless, conventional passivity indices remain scalar-valued even for multi-input-multi-output (MIMO) systems, which can…
There are four variants of passive, linear time-invariant systems, described by rational functions: Continuous or Discrete time, Positive or Bounded real. By introducing a quadratic matrix inequality formulation, we present a unifying…
In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…
The robust instability of an unstable plant subject to stable perturbations is of significant importance and arises in the study of sustained oscillatory phenomena in nonlinear systems. This paper analyzes the robust instability of linear…
This paper addresses the challenge of ensuring robustness in the presence of system perturbations for symbolic control techniques. Given a discrete-time control system that is related to its symbolic model by an alternating simulation…
This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…
We revisit the problem of computing (robust) controlled invariant sets for discrete-time linear systems. Departing from previous approaches, we consider implicit, rather than explicit, representations for controlled invariant sets.…
Safe and compliant control of dynamic systems in interaction with the environment, e.g., in shared workspaces, continues to represent a major challenge. Mismatches in the dynamic model of the robots, numerical singularities, and the…
Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty.…
In this paper, the notion of robust strict QSR-dissipativity is applied to solve the static output feedback control problem for a class of continuous-time nonlinear rational systems subject to input saturation and bounded parametric…
The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…
Many cyber-physical systems can naturally be formulated as switched systems with constrained switching. This includes systems where one of the signals in the feedback loop may be lost. Possible sources for losses are shared or unreliable…
This paper associates a dual problem to the minimization of an arbitrary linear perturbation of the robust sum function introduced in DOI 10.1007/s11228-019-00515-2. It provides an existence theorem for primal optimal solutions and, under…
Novel nonlinear damping control is proposed for the second-order systems. The proportional output feedback is combined with the damping term which is quadratic to the output derivative and inverse to the set-point distance. The global…
Rank-deficient stationary stochastic vector processes are present in many problems in network theory and dynamic factor analysis. In this paper we study hidden dynamical relations between the components of a discrete-time stochastic vector…
We propose a computationally tractable method for the identification of stable canonical discrete-time rational transfer function models, using frequency domain data. The problem is formulated as a global non-convex optimization problem…
We study discrete-time predictable forward processes when trading times do not coincide with performance evaluation times in a binomial tree model for the financial market. The key step in the construction of these processes is to solve a…
This paper focuses on robustness to disturbance forces and uncertain payloads. We present a novel formulation to optimize the robustness of dynamic trajectories. A straightforward transcription of this formulation into a nonlinear…