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This paper presents a robust fixed lag smoother for a class of nonlinear uncertain systems. A unified scheme, which combines a nonlinear robust estimator with a stable fixed lag smoother, is presented to improve the error covariance of the…

Systems and Control · Computer Science 2013-09-10 Obaid Ur Rehman , Ian R. Petersen

Coping with outliers contaminating dynamical processes is of major importance in various applications because mismatches from nominal models are not uncommon in practice. In this context, the present paper develops novel fixed-lag and…

Systems and Control · Computer Science 2018-11-29 Shahrokh Farahmand , Georgios B. Giannakis , Daniele Angelosante

The ability to achieve precise and smooth trajectory tracking is crucial for ensuring the successful execution of various tasks involving robotic manipulators. State-of-the-art techniques require accurate mathematical models of the robot…

Robotics · Computer Science 2024-06-21 Mohamed Abdelwahab , Giulio Giacomuzzo , Alberto Dalla Libera , Ruggero Carli

Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…

Optimization and Control · Mathematics 2023-11-22 Izack Cohen , Krzysztof Postek , Shimrit Shtern

The problem of identifying the most discriminating features when performing supervised learning has been extensively investigated. In particular, several methods for variable selection in model-based classification have been proposed.…

Applications · Statistics 2020-12-16 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

Continuous phase estimation is known to be superior in accuracy as compared to static estimation. The estimation process is, however, desired to be made robust to uncertainties in the underlying parameters. Here, homodyne phase estimation…

Optimization and Control · Mathematics 2015-09-14 Shibdas Roy , Obaid Ur Rehman , Ian R. Petersen , Elanor H. Huntington

The use of available disturbance predictions within a nominal model predictive control formulation is studied. The main challenge that arises is the loss of recursive feasibility and stability guarantees when a persistent disturbance is…

Systems and Control · Computer Science 2018-07-31 Pablo R Baldivieso-Monasterios , Paul A. Trodden

Robust control problems have significant practical implications since external disturbances can significantly impact the performance of control methods. Existing robust control methods excel at control-affine systems but fail at neural…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Huixuan Cheng , Hanjiang Hu , Changliu Liu

In this paper, we propose a suboptimal moving horizon estimator for nonlinear systems. For the stability analysis we transfer the "feasibility-implies-stability/robustness" paradigm from model predictive control to the context of moving…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Julian D. Schiller , Sven Knüfer , Matthias A. Müller

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

In this paper, we address a robust nonlinear state estimation problem under model uncertainty by formulating a dynamic minimax game: one player designs the robust estimator, while the other selects the least favorable model from an…

Optimization and Control · Mathematics 2025-06-06 Shenglun Yi , Mattia Zorzi

We consider two-stage robust optimization problems, which can be seen as games between a decision maker and an adversary. After the decision maker fixes part of the solution, the adversary chooses a scenario from a specified uncertainty…

Optimization and Control · Mathematics 2022-01-03 Marc Goerigk , Stefan Lendl , Lasse Wulf

Computing the receding horizon optimal control of nonlinear hybrid systems is typically prohibitively slow, limiting real-time implementation. To address this challenge, we propose a layered Model Predictive Control (MPC) architecture for…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Zachary Olkin , Aaron D. Ames

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

We consider a robust filtering problem where the nominal state space model is not reachable and different from the actual one. We propose a robust Kalman filter which solves a dynamic game: one player selects the least-favorable model in a…

Optimization and Control · Mathematics 2020-09-08 Shenglun Yi , Mattia Zorzi

Robust control is a core approach for controlling systems with performance guarantees that are robust to modeling error, and is widely used in real-world systems. However, current robust control approaches can only handle small system…

Optimization and Control · Mathematics 2021-06-08 Dimitar Ho , Hoang M. Le , John C. Doyle , Yisong Yue

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

Deploying reinforcement learning (RL) systems requires robustness to uncertainty and model misspecification, yet prior robust RL methods typically only study noise introduced independently across time. However, practical sources of…

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