Related papers: Finite Horizon Worst-Case Analysis of Linear Time-…
The goal of this paper is to assess the robustness of an uncertain linear time-varying (LTV) system on a finite time horizon. The uncertain system is modeled as a connection of a known LTV system and a perturbation. The input/output…
This paper considers the robustness of an uncertain nonlinear system along a finite-horizon trajectory. The uncertain system is modeled as a connection of a nonlinear system and a perturbation. The analysis relies on three ingredients.…
We present a robust synthesis algorithm for uncertain linear time-varying (LTV) systems on finite horizons. The uncertain system is described as an interconnection of a known LTV system and a perturbation. The input-output behavior of the…
This work provides a framework to compute an upper bound on the robust peak-to-peak gain of discrete-time uncertain linear systems using integral quadratic constraints (IQCs). Such bounds are of particular interest in the computation of…
Standard formulations of prescribed worst-case disturbance energy-gain control policies for linear time-varying systems depend on all forward model data. In discrete time, this dependence arises through a backward Riccati recursion. This…
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…
We present a new approach to verifying contraction and $L_2$-gain of uncertain nonlinear systems, extending the well-known method of integral quadratic constraints. The uncertain system consists of a feedback interconnection of a nonlinear…
We propose novel quadratic performance tests for linear discrete-time impulsive systems based on viewing these systems as feedback interconnections of some non-impulsive linear system with an impulsive operator. In order to systematically…
Due to their relevance in systems analysis and (robust) controller design, we consider the problem of determining control-theoretic system properties of an a priori unknown system from data only. More specifically, we introduce a necessary…
This paper proposes a novel lifting method which converts the standard discrete-time linear periodic system to an augmented linear time-invariant system. The linear quadratic optimal control is then based on the solution of the…
In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying. We take into account this aspect by considering Markov jump linear systems where the…
We present an efficient algorithm to compute the induced norms of finite-horizon Linear Time-Varying (LTV) systems. The formulation includes both induced $\mathcal{L}_2$ and terminal Euclidean norm penalties. Existing computational…
This paper presents a robust control synthesis and analysis framework for nonlinear systems with uncertain initial conditions. First, a deep learning-based lifting approach is proposed to approximate nonlinear dynamical systems with linear…
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…
We propose a method to outer bound forward reachable sets on finite horizons for uncertain nonlinear systems with polynomial dynamics. This method makes use of time-dependent polynomial storage functions that satisfy appropriate dissipation…
This work approaches the problem of computing incremental $\ell_1$ and $\ell_\infty$ gains for discrete-time positive systems in \lure feedback with static memoryless nonlinearities, and regulating the $\ell_\infty$ gain through the design…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
This paper analyzes the computational complexity of validated interval methods for uncertain nonlinear systems and steady-state enclosure. Interval analysis produces guaranteed enclosures that account for uncertainty and round-off, but its…
In this paper we propose a framework to analyze iterative first-order optimization algorithms for time-varying convex optimization. We assume that the temporal variability is caused by a time-varying parameter entering the objective, which…
This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an…