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This paper presents a data-driven solution to the discrete-time infinite horizon LQR problem. The state feedback gain is computed directly from a batch of input and state data collected from the plant. Simulation examples illustrate the…

Optimization and Control · Mathematics 2021-04-12 Gustavo R. Gonçalves da Silva , Alexandre S. Bazanella , Lucíola Campstrini

Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…

Optimization and Control · Mathematics 2025-07-22 Ashwin Verma , Aritra Mitra , Lintao Ye , Vijay Gupta

Performing unsupervised domain adaptation on resource-constrained edge devices is challenging. Existing research typically adopts architecture optimization (e.g., designing slimmable networks) but requires expensive training costs.…

Computer Vision and Pattern Recognition · Computer Science 2024-09-16 Nanyang Du , Chen Tang , Yuxiao Jiang , Yuan Meng , Zhi Wang

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

We present an approach to compute stabilizing controllers for continuous-time linear time-invariant systems directly from an input-output trajectory affected by process and measurement noise. The proposed output-feedback design combines (i)…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Alessandro Bosso , Marco Borghesi , Andrea Iannelli , Bowen Yi , Giuseppe Notarstefano

This paper revisits the classical Linear Quadratic Gaussian (LQG) control from a modern optimization perspective. We analyze two aspects of the optimization landscape of the LQG problem: 1) connectivity of the set of stabilizing controllers…

Optimization and Control · Mathematics 2021-02-09 Yang Zheng , Yujie Tang , Na Li

In this paper we study an imitation and transfer learning setting for Linear Quadratic Gaussian (LQG) control, where (i) the system dynamics, noise statistics and cost function are unknown and expert data is provided (that is, sequences of…

Systems and Control · Electrical Eng. & Systems 2023-06-23 Taosha Guo , Abed AlRahman Al Makdah , Vishaal Krishnan , Fabio Pasqualetti

Based on an algebraic point of view and the realization theory developed by Y. Yamamoto, the present paper states a necessary and sufficient criterion, given in the frequency domain, for the $L^q$ approximate controllability in finite time…

Optimization and Control · Mathematics 2025-05-21 Sébastien Fueyo

A code for communication over the k-receiver additive white Gaussian noise broadcast channel with feedback is presented and analyzed using tools from the theory of linear quadratic Gaussian optimal control. It is shown that the performance…

Information Theory · Computer Science 2011-02-17 Ehsan Ardestanizadeh , Paolo Minero , Massimo Franceschetti

A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…

Mathematical Finance · Quantitative Finance 2021-10-13 Hongyan Cai , Danhong Chen , Yunfei Peng , Wei Wei

We introduce a novel notion of invariance feedback entropy to quantify the state information that is required by any controller that enforces a given subset of the state space to be invariant. We establish a number of elementary properties,…

Systems and Control · Computer Science 2019-08-07 Mahendra Singh Tomar , Matthias Rungger , Majid Zamani

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

This paper presents a pioneering approach to solving the linear quadratic regulation (LQR) and linear quadratic tracking (LQT) problems with constrained inputs using a novel off-policy continuous-time Q-learning framework. The proposed…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Duc Cuong Nguyen , Quang Huy Dao , Phuong Nam Dao

This paper addresses the joint state estimation and control problems for unknown linear time-invariant systems subject to both process and measurement noise. The aim is to redesign the linear quadratic Gaussian (LQG) controller based solely…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Wenjie Liu , Jian Sun , Gang Wang , Francesco Bullo , Jie Chen

The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic cost over a finite time horizon for linear stochastic systems…

Optimization and Control · Mathematics 2021-06-01 Donghwan Lee , Do Wan Kim

We study the rate-cost tradeoff in rate-limited control of general stochastic control systems, including nonlinear systems, over a finite horizon. At each time step, an encoder observes the state and transmits a description to a controller,…

Information Theory · Computer Science 2026-04-23 Eray Unsal Atay , Venkat Chandrasekaran , Victoria Kostina

Time series data compression is emerging as an important problem with the growth in IoT devices and sensors. Due to the presence of noise in these datasets, lossy compression can often provide significant compression gains without impacting…

Signal Processing · Electrical Eng. & Systems 2020-01-14 Shubham Chandak , Kedar Tatwawadi , Chengtao Wen , Lingyun Wang , Juan Aparicio , Tsachy Weissman

A promising method for constructing a data-driven output-feedback control law involves the construction of a model-free observer. The Linear Quadratic Regulator (LQR) optimal control policy can then be obtained by both policy-iteration (PI)…

Optimization and Control · Mathematics 2025-09-24 Liquan Lin , Haoyan Lin , Jie Huang

We present a model-based globally convergent policy gradient method (PGM) for linear quadratic Gaussian (LQG) control. Firstly, we establish equivalence between optimizing dynamic output feedback controllers and designing a static feedback…

Optimization and Control · Mathematics 2024-02-27 Tomonori Sadamoto , Fumiya Nakamata

This paper deals with the development and analysis of novel time-optimal point-to-point model predictive control concepts for nonlinear systems. Recent approaches in the literature apply a time transformation, however, which do not maintain…

Systems and Control · Electrical Eng. & Systems 2022-01-06 Christoph Rösmann , Artemi Makarow , Torsten Bertram
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