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We consider linear time-varying channels with additive white Gaussian noise. For a large class of such channels we derive rigorous estimates of the eigenvalues of the correlation matrix of the effective channel in terms of the sampled…

Information Theory · Computer Science 2016-11-17 Brendan Farrell , Thomas Strohmer

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Systems and Control · Computer Science 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

Simultaneous state and parameter estimation arises from various applicational areas but presents a major computational challenge. Most available Markov chain or sequential Monte Carlo techniques are applicable to relatively low dimensional…

Numerical Analysis · Mathematics 2017-09-28 Angwenyi David , Jana de Wiljes , Sebastian Reich

In this work we are concerned with the problem of achieving max-min fairness in Gaussian parallel channels with respect to a general performance function, including channel capacity or decoding reliability as special cases. As our central…

Information Theory · Computer Science 2016-11-15 Marcin Wiczanowski , Holger Boche

This research enhances linear regression models by integrating a Kalman filter and analysing curve areas to minimize loss. The goal is to develop an optimal linear regression equation using stochastic gradient descent (SGD) for weight…

Machine Learning · Computer Science 2023-08-24 Gokulprasath R

In networked control systems, communication resource constraints often necessitate the use of \emph{sparse} control input vectors. A prototypical problem is how to ensure controllability of a linear dynamical system when only a limited…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Krishna Praveen V. S. Kondapi , Chandrasekhar Sriram , Geethu Joseph , Chandra R. Murthy

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

We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…

Probability · Mathematics 2017-03-09 Huyên Pham

We consider optimal signalling and control of discrete-time nonlinear partially observable stochastic systems in state space form. In the first part of the paper, we characterize the operational {\it control-coding capacity}, $C_{FB}$ in…

Information Theory · Computer Science 2024-07-29 Charalambos D. Charalambous , Stelios Louka

Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples with regularization of the updates. The connections with…

Optimization and Control · Mathematics 2016-12-15 Giorgio Gnecco , Alberto Bemporad , Marco Gori , Marcello Sanguineti

This paper considers the channel estimation problem for massive multiple-input multiple-output (MIMO) systems that use one-bit analog-to-digital converters (ADCs). Previous channel estimation techniques for massive MIMO using one-bit ADCs…

Information Theory · Computer Science 2022-06-28 Hwanjin Kim , Junil Choi

In this paper, a new yet indirect performance guaranteed framework is established to address the distributed tracking control problem for networked uncertain nonlinear strict-feedback systems with unknown time-varying gains under a directed…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Zeqiang Li , Yujuan Wang , Xiucai Huang

In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…

Optimization and Control · Mathematics 2025-10-21 Shuzhen Yang

We present a locally optimal tracking controller for Cable Driven Parallel Robot (CDPR) control based on a time-varying Linear Quadratic Gaussian (TV-LQG) controller. In contrast to many methods which use fixed feedback gains, our…

Robotics · Computer Science 2022-08-02 Gerry Chen , Seth Hutchinson , Frank Dellaert

This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Víctor Costa da Silva Campos , Mariella Maia Quadros , Luciano Frezzato , Leonardo Mozelli , Anh-Tu Nguyen

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

Optimization and Control · Mathematics 2020-10-06 Adam W. Koenig , Simone D'Amico

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…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

We study the transmission of a set of correlated sources $(U_1,\cdots,U_K)$ over a Gaussian multiple access relay channel with time asynchronism between the encoders. We assume that the maximum possible offset ${\mathsf{d_{max}}}(n)$…

Information Theory · Computer Science 2014-08-11 Hamidreza Ebrahimzadeh Saffar , Masoud Badiei Khuzani , Patrick Mitran

Through refined asymptotic analysis based on the normal approximation, we study how higher-order coding performance depends on the mean power as well as on finer statistics of the input power. We introduce a multifaceted power model in…

Information Theory · Computer Science 2026-05-13 Adeel Mahmood , Aaron B. Wagner

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad