Related papers: Output Regulation of Linear Stochastic Systems
We address the output regulation problem of linear systems with non-smooth and non-periodic exogenous signals. Specifically, we first formulate and solve the full-information problem by designing a state-feedback controller. We study the…
We address the path-wise control of systems described by a set of nonlinear stochastic differential equations. For this class of systems, we introduce a notion of stochastic relative degree and a change of coordinates which transforms the…
This paper considers two different problems in trajectory tracking control for linear systems. First, if the control is not unique which is most input energy efficient. Second, if exact tracking is infeasible which control performs most…
In this paper, we investigate the optimal output tracking problem for linear discrete-time systems with unknown dynamics using reinforcement learning and robust output regulation theory. This output tracking problem only allows to utilize…
This note studies the robust output feedback stabilization problem of a class of multi-input multi-output invertible nonlinear systems, for which an "ideal" state feedback based on feedback linearization can be designed under certain mild…
Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…
We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…
In a paper by Willems and coauthors it was shown that persistently exciting data can be used to represent the input-output behavior of a linear system. Based on this fundamental result, we derive a parametrization of linear feedback systems…
We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal control problem (OCP), which involves the optimization over…
We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…
We investigate the problem of practical output regulation, i.e., to design a controller that brings the system output in the vicinity of a desired target value while keeping the other variables bounded. We consider uncertain systems that…
This article addresses the nonadaptive and robust output regulation problem of the general nonlinear output feedback system with error output. The global robust output regulation problem for a class of general output feedback nonlinear…
This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…
This paper deals with the output regulation problem of a linear time-invariant system in the presence of sporadically available measurement streams. A regulator with a continuous intersample injection term is proposed, where the intersample…
A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…