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In this paper we provide direct data-driven expressions for the Linear Quadratic Regulator (LQR), the Kalman filter, and the Linear Quadratic Gaussian (LQG) controller using a finite dataset of noisy input, state, and output trajectories.…

Optimization and Control · Mathematics 2023-09-21 Abed AlRahman Al Makdah , Fabio Pasqualetti

In this paper, we focus on the problem about direct way to design a stable controller for nonlinear system. A framework of learning controller with Lyapunov-based constraint is proposed, which is intended to transform designing and analyis…

Systems and Control · Computer Science 2019-03-11 Me Le , Chi Yanxun , Li Zhiwei , Xu Dongfu , Zhang Yulong

We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the…

Optimization and Control · Mathematics 2023-03-21 Shokichi Takakura , Kazuhiro Sato

This paper considers a noisy data structure recovery problem. The goal is to investigate the following question: Given a noisy observation of a permuted data set, according to which permutation was the original data sorted? The focus is on…

Information Theory · Computer Science 2020-11-24 Minoh Jeong , Alex Dytso , Martina Cardone , H. Vincent Poor

The paper deals with the data-based design of state-feedback controllers that solve the output regulation problem for a class of nonlinear systems. Inspired by recent developments in model-based output regulation design techniques and in…

Systems and Control · Electrical Eng. & Systems 2024-12-09 Zhongjie Hu , Claudio De Persis , John W. Simpson-Porco , Pietro Tesi

In this paper, we study the noise sensitivity of the semidefinite program (SDP) proposed for direct data-driven infinite-horizon linear quadratic regulator (LQR) problem for discrete-time linear time-invariant systems. While this SDP is…

Optimization and Control · Mathematics 2024-12-30 Xiong Zeng , Laurent Bako , Necmiye Ozay

This paper studies the finite-horizon linear quadratic regulation problem where the dynamics of the system are assumed to be unknown and the state is accessible. Information on the system is given by a finite set of input-state data, where…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Monica Rotulo , Claudio De Persis , Pietro Tesi

Given the recent surge of interest in data-driven control, this paper proposes a two-step method to study robust data-driven control for a parameter-unknown linear time-invariant (LTI) system that is affected by energy-bounded noises.…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Jiabao He , Xuan Zhang , Feng Xu , Junbo Tan , Xueqian Wang

Controlling nonlinear systems, especially when data are being used to offset uncertainties in the model, is hard. A natural approach when dealing with the challenges of nonlinear control is to reduce the system to a linear one via change of…

Systems and Control · Electrical Eng. & Systems 2024-06-25 C. De Persis , D. Gadginmath , F. Pasqualetti , P. Tesi

We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…

Optimization and Control · Mathematics 2021-12-15 Anastasios Tsiamis , Dionysios S. Kalogerias , Alejandro Ribeiro , George J. Pappas

The design of controllers from data for nonlinear systems is a challenging problem. In a recent paper, De Persis, Rotulo and Tesi, "Learning controllers from data via approximate nonlinearity cancellation," IEEE Transactions on Automatic…

Systems and Control · Electrical Eng. & Systems 2024-04-30 Xiaoyan Dai , Claudio De Persis , Nima Monshizadeh , Pietro Tesi

As we transition towards the deployment of data-driven controllers for black-box cyberphysical systems, complying with hard safety constraints becomes a primary concern. Two key aspects should be addressed when input-output data are…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Luca Furieri , Baiwei Guo , Andrea Martin , Giancarlo Ferrari-Trecate

We consider the problem of synthesizing a dynamic output-feedback controller for a linear system, using solely input-output data corrupted by measurement noise. To handle input-output data, an auxiliary representation of the original system…

Systems and Control · Electrical Eng. & Systems 2025-09-17 Lidong Li , Andrea Bisoffi , Claudio De Persis , Nima Monshizadeh

Control of linear dynamics with multiplicative noise naturally introduces robustness against dynamical uncertainty. Moreover, many physical systems are subject to multiplicative disturbances. In this work we show how these dynamics can be…

Optimization and Control · Mathematics 2023-12-27 Peter Coppens , Panagiotis Patrinos

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…

Optimization and Control · Mathematics 2025-12-25 Jing Guo , Xiushan Jiang , Weihai Zhang

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

We present a novel approach to control design for nonlinear systems which leverages model-free policy optimization techniques to learn a linearizing controller for a physical plant with unknown dynamics. Feedback linearization is a…

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

Systems and Control · Computer Science 2019-09-23 Murad Abu-Khalaf , Sertac Karaman , Daniela Rus

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Alexandros Tanzanakis , John Lygeros