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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 focuses on studying the fundamental performance limits and linear dispersion code design for the MIMO-ARQ slow fading channel. Optimal average rate of well-known HARQ protocols is analyzed. The optimal design of space-time coding…

Information Theory · Computer Science 2009-05-27 Cong Shen , Michael P. Fitz

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

Presented is an algorithm to synthesize an infinite-horizon LQR optimal feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics, but instead uses only a finite-length sampling of…

Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…

Optimization and Control · Mathematics 2025-02-06 Anthony Hastir , Birgit Jacob , Hans Zwart

A weighted summation of Integral of Time Multiplied Absolute Error (ITAE) and Integral of Squared Controller Output (ISCO) minimization based time domain optimal tuning of fractional-order (FO) PID or PI{\lambda}D{\mu} controller is…

Optimization and Control · Mathematics 2013-06-18 Saptarshi Das , Indranil Pan , Kaushik Halder , Shantanu Das , Amitava Gupta

In this article, the first general constructions of fast-decodable, more specifically (conditionally) $g$-group decodable, space-time block codes for the Nonorthogonal Amplify and Forward (NAF) Multiple-Input Multiple-Output (MIMO) relay…

Information Theory · Computer Science 2015-12-11 Amaro Barreal , Camilla Hollanti , Nadya Markin

In this paper, we investigate the design of linear precoders for multiple-input multiple-output (MIMO) multiple access channels (MAC). We assume that statistical channel state information (CSI) is available at the transmitters and consider…

Information Theory · Computer Science 2014-01-22 Yongpeng Wu , Chao-Kai Wen , Chengshan Xiao , Xiqi Gao , Robert Schober

Cell-free massive MIMO (multiple-input multiple-output) is expected to be one of the key technologies in sixth-generation (6G) and beyond wireless communications, offering enhanced spectral efficiency for cell-edge user equipments by…

Signal Processing · Electrical Eng. & Systems 2025-09-23 Salih Gümüsbuğa , Ozan Alp Topal , Özlem Tuğfe Demir

This is an expository paper which discusses an approach to the LQG/LTR design problem for finite-dimensional SISO control systems. The approach is based on the utilisation of weighting augmentation for incorporating design specifications…

Systems and Control · Electrical Eng. & Systems 2025-09-29 Mahyar Mahinzaeim , Kamyar Mehran

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

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 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

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

The so-called "replica method" of statistical physics is employed for the large system analysis of vector precoding for the Gaussian multiple-input multiple-output (MIMO) broadcast channel. The transmitter is assumed to comprise a linear…

Information Theory · Computer Science 2011-02-28 Benjamin Zaidel , Ralf Mueller , Aris Moustakas , Rodrigo de Miguel

Finding a computable expression for the feedback capacity of channels with colored Gaussian, additive noise is a long standing open problem. In this paper, we solve this problem in the scenario where the channel has multiple inputs and…

Information Theory · Computer Science 2023-01-20 Oron Sabag , Victoria Kostina , Babak Hassibi

In this paper, we investigate a model-free optimal control design that minimizes an infinite horizon average expected quadratic cost of states and control actions subject to a probabilistic risk or chance constraint using input-output data.…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Arunava Naha , Subhrakanti Dey

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

Real-world multichannel time series prediction faces growing demands for efficiency across edge and cloud environments, making channel compression a timely and essential problem. Motivated by the success of Multiple-Input Multiple-Output…

Machine Learning · Computer Science 2026-01-30 Ziqi Liu , Pei Zeng , Yi Ding

This paper studies the performance of a feedback control loop closed via an error-free digital communication channel with transmission delay. The system comprises a discrete-time noisy linear time-invariant (LTI) plant whose single…

Systems and Control · Computer Science 2018-09-05 M. Barforooshan , M. S. Derpich , P. A. Stavrou , J. Østergaard