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The uncertainties in plant dynamics remain a challenge for nonlinear control problems. This paper develops a ternary policy iteration (TPI) algorithm for solving nonlinear robust control problems with bounded uncertainties. The controller…
This paper studies the mixed $H_-/H_{\infty}$ fault detection filtering of It\^o-type nonlinear stochastic systems. Mixed $H_-/H_{\infty}$ filtering combines the system robustness to the external disturbance and the sensitivity to the fault…
Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…
This paper investigates the H2 and H-infinity suboptimal distributed filtering problems for continuous time linear systems. Consider a linear system monitored by a number of filters, where each of the filters receives only part of the…
This paper introduces a novel framework integrating nonlinear acoustic computing and reinforcement learning to enhance advanced human-robot interaction under complex noise and reverberation. Leveraging physically informed wave equations…
In this paper, we present an algorithm for identifying a parametrically described destructive unknown system based on a non-gaussianity measure. It is known that under certain conditions the output of a linear system is more gaussian than…
In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by noise. A proper data fidelity term (log-likelihood) is introduced to reflect the statistics of the noise (e.g. Gaussian,…
This paper is on learning the Kalman gain by policy optimization method. Firstly, we reformulate the finite-horizon Kalman filter as a policy optimization problem of the dual system. Secondly, we obtain the global linear convergence of…
Convex Q-learning is a recent approach to reinforcement learning, motivated by the possibility of a firmer theory for convergence, and the possibility of making use of greater a priori knowledge regarding policy or value function structure.…
An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy…
This paper develops an algorithm for upper- and lower-bounding the value function for a class of linear time-varying games subject to convex control sets. In particular, a two-player zero-sum differential game is considered where the…
This paper derives recursion equations for a robust smoothing problem for a class of nonlinear systems with uncertainties in modeling and exogenous noise sources. The systems considered operate in discrete-time and the uncertainties are…
This paper investigates the problem of controlling a linear system under possibly unbounded stochastic noise with unknown convex cost functions, known as an online control problem. In contrast to the existing work, which assumes the…
Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case.…
In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HBA) - combines a forward Euler discretization of Hessian…
Systems equipped with modern sensing modalities such as vision and lidar gain access to increasingly high-dimensional measurements with which to enact estimation and control schemes. In this article, we examine the continuum limit of…
Today, the optimal performance of existing noise-suppression algorithms, both data-driven and those based on classic statistical methods, is range bound to specific levels of instantaneous input signal-to-noise ratios. In this paper, we…
Robust environment perception is essential for decision-making on robots operating in complex domains. Principled treatment of uncertainty sources in a robot's observation model is necessary for accurate mapping and object detection. This…
Quantum metrology promises precision beyond classical limits, yet environmental noise typically degrades the quantum resources required for such enhancement. In this work, we investigate frequency estimation in noisy continuous-variable…
Practical application of H[infinity] robust control relies on system identification of a valid model-set, described by a linear system in feedback with a stable norm-bounded uncertainty, which must explains all possible (or at least all…