Related papers: Equality Constrained Linear Optimal Control With F…
A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…
In this paper, we introduce dynamics factor graphs as a graphical framework to solve dynamics problems and kinodynamic motion planning problems with full consideration of whole-body dynamics and contacts. A factor graph representation of…
Factor graph optimization serves as a fundamental framework for robotic perception, enabling applications such as pose estimation, simultaneous localization and mapping (SLAM), structure-from-motion (SfM), and situational awareness.…
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…
This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…
Factor graphs have demonstrated remarkable efficiency for robotic perception tasks, particularly in localization and mapping applications. However, their application to optimal control problems -- especially Model Predictive Control (MPC)…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
The solution of a constrained linear-quadratic regulator problem is determined by the set of its optimal active sets. We propose an algorithm that constructs this set of active sets for a desired horizon N from that for horizon N-1. While…
We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…
This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradient scheme, commonly known as the Forward-Backward Splitting…
We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
Factor graphs are graphical models used to represent a wide variety of problems across robotics, such as Structure from Motion (SfM), Simultaneous Localization and Mapping (SLAM) and calibration. Typically, at their core, they have an…
We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…
This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…
We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…
This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…
In this paper we focus on the solution of online problems with time-varying, linear equality and inequality constraints. Our approach is to design a novel online algorithm by leveraging the tools of control theory. In particular, for the…
We consider mixed-integer quadratic optimization problems with banded matrices and indicator variables. These problems arise pervasively in statistical inference problems with time-series data, where the banded matrix captures the temporal…