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This paper addresses the problem of optimally controlling nonlinear systems with norm-bounded disturbances and parametric uncertainties while robustly satisfying constraints. The proposed approach jointly optimizes a nominal nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-09-14 Antoine P. Leeman , Jerome Sieber , Samir Bennani , Melanie N. Zeilinger

We present some new results on the dynamic regressor extension and mixing parameter estimators for linear regression models recently proposed in the literature. This technique has proven instrumental in the solution of several open problems…

Systems and Control · Electrical Eng. & Systems 2019-08-15 Romeo Ortega , Stanislav Aranovskiy , Anton A. Pyrkin , Alessandro Astolfi , Alexey A. Bobtsov

This paper explores the decentralized control of linear deterministic systems in which different controllers operate based on distinct state information, and extends the findings to the output feedback scenario. Assuming the controllers…

Optimization and Control · Mathematics 2024-09-09 Hongdan Li , Yawen Sun , Huanshui Zhang

In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…

Robotics · Computer Science 2021-10-27 Shuo Yang , Gerry Chen , Yetong Zhang , Howie Choset , Frank Dellaert

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…

Systems and Control · Computer Science 2019-12-20 Sebastian Bernhard , Jürgen Adamy

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Alexandros Tanzanakis , John Lygeros

This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…

Systems and Control · Electrical Eng. & Systems 2021-09-06 Junhui Li , Jieying Lu , Weizhou Su

Optimal control of bilinear systems has been a well-studied subject in the area of mathematical control. However, techniques for solving emerging optimal control problems involving an ensemble of structurally identical bilinear systems are…

Optimization and Control · Mathematics 2016-01-14 Shuo Wang , Jr-Shin Li

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

We study a differential Riccati equation (DRE) with indefinite matrix coefficients, which arises in a wide class of practical problems. We show that the DRE solves an associated control problem, which is key to provide existence and…

Trading and Market Microstructure · Quantitative Finance 2023-08-30 Fayçal Drissi

Finite-time linear-quadratic control of partial differential-algebraic equations (PDAEs) is considered. The discussion is restricted to those that are radial with index $0$; this corresponds to a nilpotency degree of 1. We establish the…

Optimization and Control · Mathematics 2024-04-08 Ala' Alalabi , Kirsten Morris

This paper deals with the finite horizon optimal control problem for discrete-time Markov jump linear system with input delay. The correlation among the jumping parameters and the input delay are considered simultaneously, which forms the…

Optimization and Control · Mathematics 2018-08-22 Chunyan Han , Hongdan Li , Huanshui Zhang

We focus on the control of unknown Partial Differential Equations (PDEs). The system dynamics is unknown, but we assume we are able to observe its evolution for a given control input, as typical in a Reinforcement Learning framework. We…

Optimization and Control · Mathematics 2023-08-09 Alessandro Alla , Agnese Pacifico , Michele Palladino , Andrea Pesare

This thesis investigates optimal trajectory tracking of nonlinear dynamical systems with affine controls. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible. The concept of…

Optimization and Control · Mathematics 2016-03-04 Jakob Löber

This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…

Optimization and Control · Mathematics 2024-03-12 Namhoon Cho , Hyo-Sang Shin , Antonios Tsourdos , Davide Amato

By computing a feedback control via the linear quadratic regulator (LQR) approach and simulating a non-linear non-autonomous closed-loop system using this feedback, we combine two numerically challenging tasks. For the first task, the…

Numerical Analysis · Mathematics 2024-02-22 B. Baran , P. Benner , J. Saak , T. Stillfjord

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…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

Finite difference schemes are here solved by means of a linear matrix equation. The theoretical study of the related algebraic system is exposed, and enables us to minimize the error due to a finite difference approximation, while building…

Analysis of PDEs · Mathematics 2008-01-22 Claire David , Pierre Sagaut

This paper considers real-time control and learning problems for finite-dimensional linear systems under binary-valued and randomly disturbed output observations. This has long been regarded as an open problem because the exact values of…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Lantian Zhang , Lei Guo