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Related papers: Behavioral Feedback for Optimal LQG Control

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This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…

Optimization and Control · Mathematics 2016-07-25 Robert. J Elliott , Xun Li , Yuan-Hua Ni

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

The linear quadratic Gaussian (LQG) control problem for the linear wave equation on the unit circle with fully distributed actuation and partial state measurements is considered. An analytical solution to a spatial discretization of the…

Optimization and Control · Mathematics 2025-09-18 Addie McCurdy , Emily Jensen

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

We study the distributed Linear Quadratic Gaussian (LQG) control problem in discrete-time and finite-horizon, where the controller depends linearly on the history of the outputs and it is required to lie in a given subspace, e.g. to possess…

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

Quantum mechanical systems exhibit an inherently probabilistic nature upon measurement. Using a quantum noise model to describe the stochastic evolution of the open quantum system and working in parallel with classical indeterministic…

Quantum Physics · Physics 2007-05-23 S. C. Edwards , V. P. Belavkin

We study the problem of designing a state feedback linear quadratic Gaussian (LQG) controller for a system in which the system matrices as well as the process noise covariance are unknown. We do a rigorous comparison between two approaches.…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Mingxiang Liu , Damián Marelli , Minyue Fu , Qianqian Cai

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

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…

Optimization and Control · Mathematics 2024-09-17 Nian Liu , Cheng Zhao , Shaolin Tan , Jinhu Lü

For quantum systems with linear dynamics in phase space much of classical feedback control theory applies. However, there are some questions that are sensible only for the quantum case, such as: given a fixed interaction between the system…

Quantum Physics · Physics 2009-11-10 H. M . Wiseman , A. C. Doherty

Linear quadratic Gaussian (LQG) control is a well-established method for optimal control through state estimation, particularly in stabilizing an inverted pendulum on a cart. In standard laboratory setups, sensor redundancy enables direct…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Daniel Engelsman , Itzik Klein

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 consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the…

Optimization and Control · Mathematics 2023-03-21 Shokichi Takakura , Kazuhiro Sato

In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…

Optimization and Control · Mathematics 2019-05-17 Juanjuan Xu , Huanshui Zhang

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

We study the problem of state representation learning for control from partial and potentially high-dimensional observations. We approach this problem via cost-driven state representation learning, in which we learn a dynamical model in a…

Machine Learning · Computer Science 2026-03-10 Yi Tian , Kaiqing Zhang , Russ Tedrake , Suvrit Sra

We study the task of learning state representations from potentially high-dimensional observations, with the goal of controlling an unknown partially observable system. We pursue a cost-driven approach, where a dynamic model in some latent…

Machine Learning · Computer Science 2026-03-10 Yi Tian , Kaiqing Zhang , Russ Tedrake , Suvrit Sra

We consider solutions to the linear quadratic Gaussian (LQG) regulator problem via policy gradient (PG) methods. Although PG methods have demonstrated strong theoretical guarantees in solving the linear quadratic regulator (LQR) problem,…

Optimization and Control · Mathematics 2025-07-15 Kasra Fallah , Leonardo F. Toso , James Anderson

This paper investigates a class of unified stochastic linear quadratic Gaussian (LQG) social optima problems involving a large number of weakly-coupled interactive agents under a {generalized} setting. For each individual agent, the control…

Optimization and Control · Mathematics 2020-05-15 Zhenghong Qiu , Jianhui Huang , Tinghan Xie