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Linear-Quadratic-Gaussian (LQG) control is concerned with the design of an optimal controller and estimator for linear Gaussian systems with imperfect state information. Standard LQG assumes the set of sensor measurements, to be fed to the…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Luca Carlone , George J. Pappas , Ali Jadbabaie

We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…

Optimization and Control · Mathematics 2021-09-28 Oron Sabag , Peida Tian , Victoria Kostina , Babak Hassibi

We consider a discrete-time Linear-Quadratic-Gaussian (LQG) control problem in which Massey's directed information from the observed output of the plant to the control input is minimized while required control performance is attainable.…

Optimization and Control · Mathematics 2017-06-13 Takashi Tanaka , Peyman Mohajerin Esfahani , Sanjoy K. Mitter

The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Optimization and Control · Mathematics 2026-03-17 Haoran Li , Xun Li , Yuan-Hua Ni , Xuebo Zhang

We study the problem of designing a state feedback linear quadratic Gaussian (LQG) controller for a system in which the system matrices as well as the process noise covariance are unknown. We do a rigorous comparison between two approaches.…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Mingxiang Liu , Damián Marelli , Minyue Fu , Qianqian Cai

Stealthy sensor injection attacks are serious threats for industrial plants as they can compromise the plant's integrity without being detected by traditional fault detectors. In this manuscript, we study the possibility of revealing the…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Cédric Escudero , Michelle S. Chong , Paolo Massioni , Eric Zamaï

In this paper LQG control over unreliable communication links is derived. That is to say, the communication channels between the controller and the actuators and between the sensors and the controller are unreliable. Previous solutions to…

Optimization and Control · Mathematics 2021-03-09 Fredrik Bengtsson , Torsten Wik

This paper considers the application of integral Linear Quadratic Gaussian (LQG) optimal control theory to a problem of cavity locking in quantum optics. The cavity locking problem involves controlling the error between the laser frequency…

Quantum Physics · Physics 2015-05-13 S. Z. Sayed Hassen , M. Heurs , E. H. Huntington , I. R. Petersen

This paper describes the design of a linear quadratic gaussian (LQG) for trajectory tracking control of UAV Bicopter. In this work, disturbance in the form of payload significantly affects the trajectory tracking control process on the UAV…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Fahmizal , Hanung Adi Nugroho , Adha Imam Cahyadi , Igi Ardiyanto

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…

Optimization and Control · Mathematics 2019-06-25 Horia Mania , Stephen Tu , Benjamin Recht

We investigate a Linear-Quadratic-Gaussian (LQG) control and sensing co-design problem, where one jointly designs sensing and control policies. We focus on the realistic case where the sensing design is selected among a finite set of…

Optimization and Control · Mathematics 2020-05-20 Vasileios Tzoumas , Luca Carlone , George J. Pappas , Ali Jadbabaie

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

This paper studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a robust LQG controller for open-loop stable plants. This is…

Optimization and Control · Mathematics 2021-07-14 Yang Zheng , Luca Furieri , Maryam Kamgarpour , Na Li

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and…

Optimization and Control · Mathematics 2023-11-02 Bahar Taşkesen , Dan A. Iancu , Çağıl Koçyiğit , Daniel Kuhn

This paper is concerned with constructing an optimal controller in the coherent quantum Linear Quadratic Gaussian problem. A coherent quantum controller is itself a quantum system and is required to be physically realizable. The use of…

Quantum Physics · Physics 2012-05-21 Igor G. Vladimirov , Ian R. Petersen

Quantum Key Distribution (QKD) is a technique enabling provable secure communication but faces challenges in device characterization, posing potential security risks. Device-Independent (DI) QKD protocols overcome this issue by making…

Quantum Physics · Physics 2024-03-19 Michele Masini , Shubhayan Sarkar

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…

Optimization and Control · Mathematics 2025-07-31 Marta Fochesato , Lucia Falconi , Mattia Zorzi , Augusto Ferrante , John Lygeros

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

The linear-quadratic-Gaussian (LQG) control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is known and where it is estimated through an observer. The…

Systems and Control · Computer Science 2018-12-10 Hildo Bijl , Thomas B. Schön
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