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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

Two central problems in modern control theory are the controller design problem: which deals with designing a control law for the dynamical system, and the state estimation problem (observer design problem): which deals with computing an…

Optimization and Control · Mathematics 2023-08-31 Midhun T. Augustine

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 framework first introduced in control theory that provides an optimal solution to linear problems of regulation in the presence of uncertainty. This framework combines Kalman-Bucy filters for the…

Neurons and Cognition · Quantitative Biology 2020-05-14 Manuel Baltieri , Christopher L. Buckley

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

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

In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Dipankar Maity , Panagiotis Tsiotras

Common filters are usually based on the linear approximation of the optimal minimum mean square error estimator. The Extended and Unscented Kalman Filters handle nonlinearity through linearization and unscented transformation, respectively,…

Information Theory · Computer Science 2025-06-09 Simone Servadio , Chiran Cherian

This paper addresses the joint state estimation and control problems for unknown linear time-invariant systems subject to both process and measurement noise. The aim is to redesign the linear quadratic Gaussian (LQG) controller based solely…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Wenjie Liu , Jian Sun , Gang Wang , Francesco Bullo , Jie Chen

We consider transport processes that are modeled by first order hyperbolic partial differential equations. Our goal is to find a full state feedback that makes a given reference profile locally asymptotically stable. To accomplish this we…

Optimization and Control · Mathematics 2025-08-22 Arthur J. Krener

The relaxation of a system to a steady state is a central point of interest in many attempts to advance control over the quantum world. In this paper, we consider control through instantaneous Gaussian unitary operations on the ubiquitous…

Linear time-invariant control systems can be considered as finitely generated modules over the commutative principal ideal ring $\mathbb{R}[\frac{d}{dt}]$ of linear differential operators with respect to the time derivative. The Kalman…

Optimization and Control · Mathematics 2025-12-15 Cédric Join , Emmanuel Delaleau , Michel Fliess

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

In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow…

Systems and Control · Electrical Eng. & Systems 2021-11-09 Dipankar Maity , Panagiotis Tsiotras

In this paper, a dynamic antiwindup compensator design is proposed which augments the main controller and guarantees robust performance in the event of input saturation. This is a two stage process in which first a robust optimal controller…

Systems and Control · Computer Science 2015-03-19 Obaid ur Rehman , Ian R. Petersen , Baris Fidan

We consider a joint sensor and controller design problem for linear Gaussian stochastic systems in which a weighted sum of quadratic control cost and the amount of information acquired by the sensor is minimized. This problem formulation is…

Optimization and Control · Mathematics 2015-03-09 Takashi Tanaka , Henrik Sandberg

Linear quadratic Gaussian (LQG) control is a well-established method for optimal control through state estimation, particularly in stabilizing an inverted pendulum on a cart. In standard laboratory setups, sensor redundancy enables direct…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Daniel Engelsman , Itzik Klein

Feedback cooling plays a critical role in stabilizing quantum systems and achieving low temperatures, where a key question is to determine the fundamental thermodynamic limits on cooling performance. We establish a fundamental bound on…

Quantum Physics · Physics 2025-09-08 Kousuke Kumasaki , Toshihiro Yada , Ken Funo , Takahiro Sagawa

This letter deals with the problem of state estimation for a class of systems involving linear dynamics with multiple quadratic output measurements. We propose a systematic approach to immerse the original system into a linear time-varying…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Soulaimane Berkane , Dionysis Theodosis , Tarek Hamel , Dimos V. Dimarogonas

The linear quadratic Gaussian (LQG) control problem for the linear wave equation on the unit circle with fully distributed actuation and partial state measurements is considered. An analytical solution to a spatial discretization of the…

Optimization and Control · Mathematics 2025-09-18 Addie McCurdy , Emily Jensen
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