Related papers: LQG for Constrained Linear Systems: Indirect Feedb…
Consider a linear stochastic system whose initial state is a random vector with a specified Gaussian distribution. Such a distribution may represent a collection of particles abiding by the specified system dynamics. In recent publications,…
We design an model predictive control (MPC) approach for planning and control of non-holonomic mobile robots. Linearizing the system dynamics around the pre-computed reference trajectory gives a time-varying LQ MPC problem. We analytically…
The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…
Active feedback stabilization of the dominant resistive wall mode (RWM) for an ITER H-mode scenario at high plasma pressure using infinite-horizon model predictive control (MPC) is presented. The MPC approach is closely-related to…
This paper considers the simultaneous state and unknown input estimation for continuous-discrete stochastic systems. Two types of approaches (with and without modeling of unknown inputs) which can address this issue are investigated. A…
This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…
This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…
The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…
Linear Quadratic Gaussian (LQG) control is a framework first introduced in control theory that provides an optimal solution to linear problems of regulation in the presence of uncertainty. This framework combines Kalman-Bucy filters for the…
This paper proposes a novel real-time affordable solution to the trajectory tracking control problem for self-driving cars subject to longitudinal and steering angular velocity constraints. To this end, we develop a dual-mode Model…
We propose a data-driven receding-horizon control method dealing with the chance-constrained output-tracking problem of unknown stochastic linear time-invariant (LTI) systems with partial state observation. The proposed method takes into…
This paper introduces a novel method for robust output-feedback model predictive control (MPC) for a class of nonlinear discrete-time systems. We propose a novel interval-valued predictor which, given an initial estimate of the state,…
The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…
Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…
This paper presents an indirect data-driven output feedback controller synthesis for nonlinear systems, leveraging Structured State-space Models (SSMs) as surrogate models. SSMs have emerged as a compelling alternative in modelling…
An output feedback model predictive control (MPC) framework with adaptive tubes is proposed for linear time-invariant systems subject to parametric and additive uncertainties. An adaptive observer provides point estimates of the system…
Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…
We show that the stochastic Schrodinger equation for the filtered state of a system, with linear free dynamics, undergoing continual non-demolition measurement or either position or momentum, or both together, can be solved explicitly…
The control of constrained systems using model predictive control (MPC) becomes more challenging when full state information is not available and when the nominal system model and measurements are corrupted by noise. Since these conditions…
In this paper, we study Stochastic Control Barrier Functions (SCBFs) to enable the design of probabilistic safe real-time controllers in presence of uncertainties and based on noisy measurements. Our goal is to design controllers that bound…