English
Related papers

Related papers: Sample Complexity of Linear Quadratic Gaussian (LQ…

200 papers

System stabilization via policy gradient (PG) methods has drawn increasing attention in both control and machine learning communities. In this paper, we study their convergence and sample complexity for stabilizing linear time-invariant…

Optimization and Control · Mathematics 2023-09-15 Feiran Zhao , Xingyun Fu , Keyou You

We consider the problem of finding an event-based sampling scheme that optimizes the trade-off between average sampling rate and control performance in a linear-quadratic-Gaussian (LQG) control problem setting with output feedback. Our…

Optimization and Control · Mathematics 2017-09-25 Marcus Thelander Andrén , Bo Bernhardsson , Anton Cervin , Kristian Soltesz

This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Ramin Esmzad , Hamidreza Modares

We consider event-triggered linear-quadratic Gaussian (LQG) control when sensor updates are transmitted over an i.i.d. packet-erasure channel. Although the optimal controller in a standard LQG setup is available in closed form, choosing…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Zahra Hashemi , Dipankar Maity

The standard linear quadratic Gaussian (LQG) framework assumes a Brownian noise process and relies on classical stochastic calculus tools, such as those based on It\^o calculus. In this paper, we solve a generalized linear quadratic optimal…

Systems and Control · Electrical Eng. & Systems 2026-02-11 Mostafa M. Shibl , Sharan Srinivasan , Harsha Honnappa , Vijay Gupta

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

This is an expository paper which discusses an approach to the LQG/LTR design problem for finite-dimensional SISO control systems. The approach is based on the utilisation of weighting augmentation for incorporating design specifications…

Systems and Control · Electrical Eng. & Systems 2025-09-29 Mahyar Mahinzaeim , Kamyar Mehran

A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

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

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

This paper is concerned with coherent quantum linear quadratic Gaussian (CQLQG) control. The problem is to find a stabilizing measurement-free quantum controller for a quantum plant so as to minimize a mean square cost for the fully quantum…

Quantum Physics · Physics 2016-09-27 Arash Kh. Sichani , Igor G. Vladimirov , Ian R. Petersen

We study linear quadratic Gaussian (LQG) control design for linear port-Hamiltonian systems. To this end, we exploit the freedom in choosing the weighting matrices and propose a specific choice which leads to an LQG controller which is…

Optimization and Control · Mathematics 2021-07-27 Tobias Breiten , Riccardo Morandin , Philipp Schulze

We study the problem of state representation learning for control from partial and potentially high-dimensional observations. We approach this problem via cost-driven state representation learning, in which we learn a dynamical model in a…

Machine Learning · Computer Science 2026-03-10 Yi Tian , Kaiqing Zhang , Russ Tedrake , Suvrit Sra

This letter presents a framework for synthesizing a robust full-state feedback controller for systems with unknown nonlinearities. Our approach characterizes input-output behavior of the nonlinearities in terms of local norm bounds using…

Optimization and Control · Mathematics 2025-12-16 Sze Kwan Cheah , Diganta Bhattacharjee , Maziar S. Hemati , Ryan J. Caverly

``Sim2real gap", in which the system learned in simulations is not the exact representation of the real system, can lead to loss of stability and performance when controllers learned using data from the simulated system are used on the real…

Systems and Control · Electrical Eng. & Systems 2025-05-15 Shivam Bajaj , Prateek Jaiswal , Vijay Gupta

In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality of semidefinite programming (SDP) problems. In particular,…

Optimization and Control · Mathematics 2021-08-21 Donghwan Lee

Achieving optimal steady-state performance in real-time is an increasingly necessary requirement of many critical infrastructure systems. In pursuit of this goal, this paper builds a systematic design framework of feedback controllers for…

Optimization and Control · Mathematics 2017-10-30 Zachary E. Nelson , Enrique Mallada

We consider a class of $\ell_0$-regularized linear-quadratic (LQ) optimal control problems. This class of problems is obtained by augmenting a penalizing sparsity measure to the cost objective of the standard linear-quadratic regulator…

Optimization and Control · Mathematics 2015-07-31 MirSaleh Bahavarnia

In this paper, we consider a discrete time linear quadratic Gaussian (LQG) control problem in which state information of the plant is encoded in a variable-length binary codeword at every time step, and a control input is determined based…

Optimization and Control · Mathematics 2016-11-15 Takashi Tanaka , Karl Henrik Johansson , Tobias Oechtering , Henrik Sandberg , Mikael Skoglund

System level synthesis is a promising approach that formulates structured optimal controller synthesis problems as convex problems. This work solves the distributed linear-quadratic regulator problem under communication constraints directly…

Systems and Control · Electrical Eng. & Systems 2022-10-31 Olle Kjellqvist , Jing Yu