English
Related papers

Related papers: Approximate Stochastic Optimal Control for Linear …

200 papers

In this paper, we study the use of state-of-the-art nonlinear system identification techniques for the optimal control of nonlinear systems. We show that the nonlinear systems identification problem is equivalent to estimating the…

Optimization and Control · Mathematics 2023-10-23 Aayushman Sharma , Suman Chakravorty

Stability enforcement remains a challenge in data-driven control paradigms, where no parametrised model of the system is available. For instance, the system's instabilities can be estimated in order to enforce a closed-loop stability…

Systems and Control · Electrical Eng. & Systems 2020-12-14 Basile Bouteau , Pauline Kergus , Pierre Vuillemin

The fundamental lemma by Jan C. Willems and co-authors enables the representation of all input-output trajectories of a linear time-invariant system by measured input-output data. This result has proven to be pivotal for data-driven…

Systems and Control · Electrical Eng. & Systems 2024-11-06 Guanru Pan , Ruchuan Ou , Timm Faulwasser

This paper deals with the problem of covariance stabilization for a class of linear stochastic discrete-time systems in the Stochastic Model Predictive Control (SMPC) framework. The considered systems are affected by independent and…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Kaouther Moussa , Dimitri Peaucelle

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 consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

Considering discrete-time linear time-varying systems with unknown dynamics, controllers guaranteeing bounded closed-loop trajectories, optimal performance and robustness to process and measurement noise are designed via convex feasibility…

Optimization and Control · Mathematics 2023-05-19 Benita Nortmann , Thulasi Mylvaganam

Linear time invariant (LTI) systems are widely used for modeling system dynamics in science and engineering problems. Harmonic oscillation of LTI systems are widely used for modeling and analyses of periodic physical phenomenon. This study…

Discrete Mathematics · Computer Science 2014-03-17 B. Baykant Alagoz

This paper considers a class of uncertain linear quantum systems subject to uncertain perturbations in the system Hamiltonian. We present a method to design a coherent robust H-infinity controller so that the closed loop system is robustly…

Systems and Control · Computer Science 2015-09-10 Chengdi Xiang , Ian R. Petersen , Daoyi Dong

We study a multiscale stochastic optimal control problem subject to state constraints on the slow variable. To address this class of problems, we develop a rigorous theoretical framework based on singular perturbation analysis, tailored to…

Optimization and Control · Mathematics 2025-08-12 Anderson O. Calixto , Bernardo Freitas Paulo da Costa , Glauco Valle

In this article, we study the linear time-invariant state-feedback controller design problem for distributed systems. We follow the recently developed system level synthesis (SLS) approach and impose locality structure on the resulting…

Systems and Control · Electrical Eng. & Systems 2022-01-11 Emily Jensen , Bassam Bamieh

In this brief, an improved event-triggered update mechanism (ETM) for the linear quadratic regulator is proposed to solve the lateral motion control problem of intelligent vehicle under bounded disturbances. Based on a novel event function…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Xing Chu , Zhi Liu , Lei Mao , Xin Jin , Zhaoxia Peng , Guoguang Wen

This paper introduces a novel stabilization control strategy for linear time-invariant systems affected by known time-varying measurement delays and matched unknown nonlinear disturbances, which may encompass actuator faults. It is…

Optimization and Control · Mathematics 2025-07-30 Hardy Pinto , Tiago Roux Oliveira , Liu Hsu

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

This paper investigates the planning and control problems for multi-robot systems under linear temporal logic (LTL) specifications. In contrast to most of existing literature, which presumes a static and known environment, our study focuses…

Robotics · Computer Science 2023-07-13 Pian Yu , Gianmarco Fedeli , Dimos V. Dimarogonas

This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to unbounded additive uncertainties. The new methods are developed by formulating the chance constraints into deterministic form,…

Systems and Control · Electrical Eng. & Systems 2021-04-22 Fei Li , Huiping Li , Yuyao He

In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…

Optimization and Control · Mathematics 2017-03-29 Ying Hu , Jianhui Huang , Xun Li

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

In this paper, a modified robust model predictive control scheme is proposed for linear parametric variable (LPV) and hybrid systems based on a quasi-min-max algorithm. Using a new cost function resulted in reduced unwanted disturbances…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Soroush Sadeghnejad , Farshad Khadivar , Mojtaba Esfandiari , Golchehr Amirkhani , Hamed Moradi , Farzam Farahmand , Gholamreza Vossoughi

The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Jintao Sun , Michael Cantoni