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This article shows that distributionally robust controller synthesis as investigated in \cite{taskesen2024distributionally} can be formulated as a convex linear matrix inequality (LMI) synthesis problem. To this end, we rely on…

Optimization and Control · Mathematics 2025-10-07 Dennis Gramlich , Shuhao Yan , Carsten W. Scherer , Christian Ebenbauer%

We develop here a computationally effective approach for producing high-quality $\mathcal{H}_\infty$-approximations to large scale linear dynamical systems having multiple inputs and multiple outputs (MIMO). We extend an approach for…

Numerical Analysis · Mathematics 2017-09-22 Alessandro Castagnotto , Christopher Beattie , Serkan Gugercin

The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…

Quantum Physics · Physics 2016-11-15 Lei Cui , Zhiyuan Dong , Guofeng Zhang , Heung Wing Joseph Lee

We present an approach to compute stabilizing controllers for continuous-time linear time-invariant systems directly from an input-output trajectory affected by process and measurement noise. The proposed output-feedback design combines (i)…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Alessandro Bosso , Marco Borghesi , Andrea Iannelli , Bowen Yi , Giuseppe Notarstefano

This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the…

Optimization and Control · Mathematics 2021-09-13 Gianluca Bianchin , Jorge Cortes , Jorge I. Poveda , Emiliano Dall'Anese

We consider the $\mathbb{H}_2$-optimal feedback control problem, for the case in which the plant is passive with bounded $\mathbb{L}_2$ gain, and the feedback law is constrained to be output-strictly passive. In this circumstance, we show…

Optimization and Control · Mathematics 2025-05-19 J. T. Scruggs

This study addresses a distributed state feedback controller design problem for continuous-time linear time-invariant systems by means of linear matrix inequalities (LMIs). As structural constraints on a control gain result in non-convexity…

Optimization and Control · Mathematics 2025-11-19 Yuto Watanabe , Sotaro Fushimi , Kazunori Sakurama

In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…

Optimization and Control · Mathematics 2019-05-17 Juanjuan Xu , Huanshui Zhang

This paper considers the class of deterministic continuous-time optimal control problems (OCPs) with piecewise-affine (PWA) vector field, polynomial Lagrangian and semialgebraic input and state constraints. The OCP is first relaxed as an…

Optimization and Control · Mathematics 2012-11-15 M. Rasheed Abdalmoaty , Didier Henrion , Luis Rodrigues

This paper shows how to find lower bounds on, and sometimes solve globally, a large class of nonlinear optimal control problems with impulsive controls using semi-definite programming (SDP). This is done by relaxing an optimal control…

Optimization and Control · Mathematics 2011-10-18 Mathieu Claeys , Denis Arzelier , Didier Henrion , Jean-Bernard Lasserre

In this paper, we present solvable, convex formulations of $H_2$-optimal state estimation and state-feedback control problems for a general class of linear Partial Differential Equations (PDEs) with one spatial dimension. These convex…

Optimization and Control · Mathematics 2024-04-29 Sachin Shivakumar , Matthew Peet

The motivation of this work is to illustrate the efficiency of some often overlooked alternatives to deal with optimization problems in systems and control. In particular, we will consider a problem for which an iterative linear matrix…

Optimization and Control · Mathematics 2011-07-05 Emile Simon , Vincent Wertz

We consider the problem of designing a feedback controller which robustly regulates an LTI system to an optimal operating point in the presence of unmeasured disturbances. A general design framework based on so-called optimality models was…

Optimization and Control · Mathematics 2022-08-18 John W. Simpson-Porco

Optimal controller synthesis is a bilinear problem and hence difficult to solve in a computationally efficient manner. We are able to resolve this bilinearity for systems with delay by first convexifying the problem in infinite-dimensions -…

Systems and Control · Computer Science 2018-07-13 Matthew M. Peet

H-infinity optimal control and estimation are addressed for a class of systems governed by partial differential equations with bounded input and output operators. Diffusion equations are an important example in this class. Explicit formulas…

Optimization and Control · Mathematics 2021-06-09 Carolina Bergeling , Kirsten A. Morris , Anders Rantzer

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Systems and Control · Electrical Eng. & Systems 2024-01-04 Bassam Bamieh

We consider the problem of optimal sparse output feedback controller synthesis for continuous linear time invariant systems when the feedback gain is static and subject to specified structural constraints. Introducing an additional term…

Optimization and Control · Mathematics 2015-06-23 Reza Arastoo , Nader Motee , Mayuresh V. Kothare

The linear quadratic regulator is the fundamental problem of optimal control. Its state feedback version was set and solved in the early 1960s. However the static output feedback problem has no explicit-form solution. It is suggested to…

Optimization and Control · Mathematics 2020-11-03 Ilyas Fatkhullin , Boris Polyak

The design of an observer-based state feedback (OBSF) controller with guaranteed passivity properties for port-Hamiltonian systems (PHS) is addressed using linear matrix inequalities (LMIs). The observer gain is freely chosen and the LMIs…

Systems and Control · Electrical Eng. & Systems 2022-12-12 Jesus Toledo , Hector Ramirez , Yongxin Wu , Yann Le Gorrec

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros