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Related papers: Time-invariant Prefix Coding for LQG Control

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In this paper, we continue our study on a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in [6]. We derive a necessary and sufficient condition for equilibrium controls via a flow of…

Portfolio Management · Quantitative Finance 2015-05-27 Ying Hu , Hanqing Jin , Xun Yu Zhou

Integer-forcing source coding has been proposed as a low-complexity method for compression of distributed correlated Gaussian sources. In this scheme, each encoder quantizes its observation using the same fine lattice and reduces the result…

Information Theory · Computer Science 2019-06-05 Elad Domanovitz , Uri Erez

Linear time-varying (LTV) systems are widely used for modeling real-world dynamical systems due to their generality and simplicity. Providing stability guarantees for LTV systems is one of the central problems in control theory. However,…

Optimization and Control · Mathematics 2021-05-03 Guannan Qu , Yuanyuan Shi , Sahin Lale , Anima Anandkumar , Adam Wierman

Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…

Systems and Control · Computer Science 2018-07-25 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Ramin Esmzad , Hamidreza Modares

Spatially coupled codes have been shown to universally achieve the capacity for a large class of channels. Many variants of such codes have been introduced to date. We discuss a further such variant that is particularly simple and is…

Information Theory · Computer Science 2019-12-09 Dimitris Achlioptas , Hamed Hassani , Wei Liu , Rüdiger Urbanke

We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…

Optimization and Control · Mathematics 2015-03-18 Yongxin Chen , Tryphon Georgiou , Michele Pavon

In this paper LQG control over unreliable communication links is derived. That is to say, the communication channels between the controller and the actuators and between the sensors and the controller are unreliable. Previous solutions to…

Optimization and Control · Mathematics 2021-03-09 Fredrik Bengtsson , Torsten Wik

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

Systems and Control · Computer Science 2018-09-18 Forrest Laine , Claire Tomlin

In this paper, we formulate a general time-inconsistent stochastic linear--quadratic (LQ) control problem. The time-inconsistency arises from the presence of a quadratic term of the expected state as well as a state-dependent term in the…

Optimization and Control · Mathematics 2011-11-04 Ying Hu , Hanqing Jin , Xun Yu Zhou

The Linear Quadratic Gaussian (LQG) regulator is a cornerstone of optimal control theory, yet its performance can degrade significantly when the noise distributions deviate from the assumed Gaussian model. To address this limitation, this…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Riccardo Cescon , Andrea Martin , Giancarlo Ferrari-Trecate

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

Optimization and Control · Mathematics 2026-05-22 Yujia Luo , Ye Pu , Jonathan H. Manton , Jingge Zhu

A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

Quantum control protocols are typically devised in the time domain, leaving their spectral behavior to emerge only a posteriori. Here, we invert this paradigm. Starting from a target frequency-domain filter, we employ the…

Quantum Physics · Physics 2025-06-23 Loris Maria Cangemi , Yoav Woldiger , Amikam Levy , Assaf Hamo

In decentralized control systems with linear dynamics, quadratic cost, and Gaussian disturbance (also called decentralized LQG systems) linear control strategies are not always optimal. Nonetheless, linear control strategies are appealing…

Optimization and Control · Mathematics 2014-03-13 Aditya Mahajan , Ashutosh Nayyar

Declines in cost and concerns about the environmental impact of traditional generation have boosted the penetration of renewables and non-conventional distributed energy resources into the power grid. The intermittent availability of these…

Systems and Control · Electrical Eng. & Systems 2022-03-10 Priyank Srivastava , Patricia Hidalgo-Gonzalez , Jorge Cortes

We take a unified view of network coding and decentralized control. Precisely speaking, we consider both as linear time-invariant systems by appropriately restricting channels and coding schemes of network coding to be linear…

Optimization and Control · Mathematics 2013-08-26 Se Yong Park , Anant Sahai

For many kinds of prefix-free codes there are efficient and compact alternatives to the traditional tree-based representation. Since these put the codes into canonical form, however, they can only be used when we can choose the order in…

Data Structures and Algorithms · Computer Science 2021-04-02 Antonio Fariña , Travis Gagie , Szymon Grabowski , Giovanni Manzini , Gonzalo Navarro , Alberto Ordóñez

Based on a recently developed notion of physical realizability for quantum linear stochastic systems, we formulate a quantum LQG optimal control problem for quantum linear stochastic systems where the controller itself may also be a quantum…

Quantum Physics · Physics 2009-08-07 H. I. Nurdin , M. R. James , I. R. Petersen

This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…

Optimization and Control · Mathematics 2021-04-13 Jingrui Sun , Zhen Wu , Jie Xiong