Related papers: Output Regulation of Linear Stochastic Systems
A nonparametric learning solution framework is proposed for the global nonlinear robust output regulation problem. We first extend the assumption that the steady-state generator is linear in the exogenous signal to the more relaxed…
In this article we show a robustness theorem for controlled stochastic differential equations driven by approximations of Brownian motion. Often, Brownian motion is used as an idealized model of a diffusion where approximations such as…
We consider the problem of designing a feedback controller for a multivariable linear time-invariant system which regulates an arbitrary system output to the solution of an equality-constrained convex optimization problem despite unknown…
In this paper, the notion of robust strict QSR-dissipativity is applied to solve the static output feedback control problem for a class of continuous-time nonlinear rational systems subject to input saturation and bounded parametric…
In this study, we adopt age of information as a measure of the staleness of information, and take initial steps towards analyzing the control performance of stochastic systems with stale information. Our goals are to cast light on a…
In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…
In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…
We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…
In real-world control applications, actuator constraints and output constraints (specifically in tracking problems) are inherent and critical to ensuring safe and reliable operation. However, generally, control strategies often neglect…
In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…
This study solves the output regulation problem for a reaction-diffusion system confronting concurrent input delay and fully unidentified disturbances (encompassing both unknown frequencies and amplitudes) across all channels. The principal…
Traditional stochastic optimal control methods that attempt to obtain an optimal feedback policy for nonlinear systems are computationally intractable. In this paper, we derive a decoupling principle between the open loop plan, and the…
In this paper, we investigate the problem of semi-global minimal time robust stabilization of analytic control systems with controls entering linearly, by means of a hybrid state feedback law. It is shown that, in the absence of minimal…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…
This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances. Necessary and sufficient conditions for output agreement are derived for the class of incrementally passive…
In this article, we present a general methodology for stochastic control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main…
This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can be expressed in function of the first two stochastic…
This paper considers the problem of regulating a dynamical system to equilibria that are defined as solutions of an input- and state-constrained optimization problem. To solve this regulation task, we design a state feedback controller…
This note addresses the output synchronization problem of incrementally output-feedback passive nonlinear systems in the presence of exogenous disturbances. Two kinds of distributed controllers are proposed; one placed at the nodes and the…