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Linear-Quadratic-Gaussian (LQG) control is concerned with the design of an optimal controller and estimator for linear Gaussian systems with imperfect state information. Standard LQG assumes the set of sensor measurements, to be fed to the…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Luca Carlone , George J. Pappas , Ali Jadbabaie

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and…

Optimization and Control · Mathematics 2023-11-02 Bahar Taşkesen , Dan A. Iancu , Çağıl Koçyiğit , Daniel Kuhn

In this paper we address the problem of information-constrained optimal control for an interconnected system subject to one-step communication delays and power constraints. The goal is to minimize a finite-horizon quadratic cost by…

Systems and Control · Computer Science 2018-03-21 V. Causevic , P. Ugo Abara , S. Hirche

The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Optimization and Control · Mathematics 2026-03-17 Haoran Li , Xun Li , Yuan-Hua Ni , Xuebo Zhang

In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality of semidefinite programming (SDP) problems. In particular,…

Optimization and Control · Mathematics 2021-08-21 Donghwan Lee

A networked controlled system (NCS) in which the plant communicates to the controller over a channel with random delay loss is considered. The channel model is motivated by recent development of tree codes for NCS, which effectively…

Systems and Control · Computer Science 2016-07-28 Mohammad Kazem Izadinasab , Amir Homayoun Bahari Sani , Farshad Lahouti , Babak Hassibi

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

We develop a statistical mechanics framework for prefix coding based on variational principles, renormalization, and quantization. A Lagrangian formulation of entropy-optimal encoding under the Kraft-McMillan constraint yields a Gibbs-type…

Information Theory · Computer Science 2026-01-21 Alexander Kolpakov , Aidan Rocke

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,…

Optimization and Control · Mathematics 2017-11-08 Maxim Goldshtein , Panagiotis Tsiotras

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

We investigate a linear quadratic Gaussian (LQG) tracking problem with safety and reachability constraints in the presence of an adversary who mounts an FDI attack on an unknown set of sensors. For each possible set of compromised sensors,…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Zhouchi Li , Luyao Niu , Andrew Clark

In this paper, a robust nonlinear control scheme is proposed for a nonlinear multi-input multi-output (MIMO) system subject to bounded time varying uncertainty which satisfies a certain integral quadratic constraint condition. The scheme…

Systems and Control · Computer Science 2016-08-14 Obaid Ur Rehman , Ian R. Petersen , Barış Fidan

We introduce a general methodology for quantitative model checking and control synthesis with supermartingale certificates. We show that every specification that is invariant to time shifts admits a stochastic invariant that bounds its…

Logic in Computer Science · Computer Science 2025-04-08 Alessandro Abate , Mirco Giacobbe , Diptarko Roy

The paper is concerned with the coherent quantum Linear Quadratic Gaussian (CQLQG) control problem for time-varying quantum plants governed by linear quantum stochastic differential equations over a bounded time interval. A controller is…

Quantum Physics · Physics 2012-05-21 Igor G. Vladimirov , Ian R. Petersen

We study feedback control for discrete-time linear time-invariant systems in the presence of quantization both in the control action and in the measurement of the controlled variable. While in some application the quantization effects can…

Systems and Control · Computer Science 2020-05-12 Alessandro Vittorio Papadopoulos , Federico Terraneo , Alberto Leva , Maria Prandini

We study communication over control systems, where a controller-encoder selects inputs to a dynamical system in order to simultaneously regulate the system and convey a message to an observer that has access to the system's output…

Information Theory · Computer Science 2025-09-23 Aharon Rips , Oron Sabag

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

Optimization and Control · Mathematics 2018-10-29 Dan Goreac

This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…

Optimization and Control · Mathematics 2021-09-23 Antoine Aspeel , Kwesi Rutledge , Raphaël M. Jungers , Benoit Macq , Necmiye Özay

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour