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In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

Finding optimal feedback controllers for nonlinear dynamic systems from data is hard. Recently, Bayesian optimization (BO) has been proposed as a powerful framework for direct controller tuning from experimental trials. For selecting the…

Systems and Control · Computer Science 2018-02-07 Alonso Marco , Philipp Hennig , Stefan Schaal , Sebastian Trimpe

A classical method for risk-sensitive nonlinear control is the iterative linear exponential quadratic Gaussian algorithm. We present its convergence analysis from a first-order optimization viewpoint. We identify the objective that the…

Optimization and Control · Mathematics 2019-10-21 Vincent Roulet , Maryam Fazel , Siddhartha Srinivasa , Zaid Harchaoui

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

This paper intends to cover three main topics. First, a fuzzy-PID controller is designed to control the thrust vector of a launch vehicle, accommodating a CanSat. Then, the genetic algorithm (GA) is employed to optimize the controller…

Neural and Evolutionary Computing · Computer Science 2018-07-25 Hadi Jahanshahi , Naeimeh Najafizadeh Sari

In this paper, we consider the problem of tracking a reference trajectory for a simplified car model based on unicycle kinematics, whose position only is measured, and where the control input and the measurements are corrupted by…

Robotics · Computer Science 2014-06-19 Sébastien Diemer , Silvère Bonnabel

When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…

Signal Processing · Electrical Eng. & Systems 2021-11-08 Alejandro J. Ordóñez-Conejo , Armin Lederer , Sandra Hirche

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

General Mathematics · Mathematics 2007-05-23 Alexander Bolonkin , Robert Sierakowski

Linear Quadratic Gaussian (LQG) control is a framework first introduced in control theory that provides an optimal solution to linear problems of regulation in the presence of uncertainty. This framework combines Kalman-Bucy filters for the…

Neurons and Cognition · Quantitative Biology 2020-05-14 Manuel Baltieri , Christopher L. Buckley

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li

We study the simultaneous actuator selection and controller design problem for linear quadratic regulation with Gaussian noise over a finite horizon of length $T$ and unknown system model. We consider both episodic and non-episodic settings…

Optimization and Control · Mathematics 2024-09-16 Lintao Ye , Ming Chi , Zhi-Wei Liu , Vijay Gupta

The paper presents a method for failure free genetic algorithm optimization of a system controller. Genetic algorithms present a powerful tool that facilitates producing near-optimal system controllers. Applied to such methods of…

Neural and Evolutionary Computing · Computer Science 2007-05-23 E. S. Sazonov , D. Del Gobbo , P. Klinkhachorn , R. L. Klein

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

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

We study the problem of adaptive control in partially observable linear quadratic Gaussian control systems, where the model dynamics are unknown a priori. We propose LqgOpt, a novel reinforcement learning algorithm based on the principle of…

Machine Learning · Computer Science 2020-06-25 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

We propose a new algorithm for an adaptive optics system control law, based on the Linear Quadratic Gaussian approach and a Kalman Filter adaptation with localizations. It allows to handle non-stationary behaviors, to obtain performance…

Instrumentation and Methods for Astrophysics · Physics 2015-06-22 Morgan Gray , Cyril Petit , Sergey Rodionov , Marc Bocquet , Laurent Bertino , Marc Ferrari , Thierry Fusco

This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…

Optimization and Control · Mathematics 2019-10-23 Taeyoung Lee

This paper presents the design a Proportional-Integral-Derivative (PID) controller with optimized parameters for a two-degree-of-freedom robotic arm. A genetic algorithm (GA) is proposed to optimize the controller parameters, addressing the…

Systems and Control · Electrical Eng. & Systems 2025-01-10 Vu Ngoc Son , Pham Van Cuong , Nguyen Duy Minh , Phi Hoang Nha

Genetic algorithm (GA) is typically used to solve nonlinear model predictive control's optimization problem. However, the size of the search space in which the GA searches for the optimal control inputs is crucial for its applicability to…

Optimization and Control · Mathematics 2025-01-22 Eslam Mostafa , Hussein A. Aly , Ahmed Elliethy