Related papers: Covariance Steering for Systems Subject to Unknown…
This work addresses the problem of vehicle path planning in the presence of obstacles and uncertainties, which is a fundamental problem in robotics. While many path planning algorithms have been proposed for decades, many of them have dealt…
This work examines the optimal covariance steering problem for systems subject to unknown parameters that enter multiplicatively with the state and control, in addition to additive disturbances. In contrast to existing works, the unknown…
This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…
This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a…
This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
We consider the covariance steering problem for nonlinear control-affine systems. Our objective is to find an optimal control strategy to steer the state of a system from an initial distribution to a target one whose mean and covariance are…
The theory of covariance control and covariance steering (CS) deals with controlling the dispersion of trajectories of a dynamical system, under the implicit assumption that accurate prior knowledge of the system being controlled is…
Spacecraft operations are influenced by uncertainties such as dynamics modeling, navigation, and maneuver execution errors. Although mission design has traditionally incorporated heuristic safety margins to mitigate the effect of…
The goal of this paper is to address finite-horizon minimum variance and covariance steering problems for discrete-time stochastic (Gaussian) linear systems. On the one hand, the minimum variance problem seeks for a control policy that will…
In this paper we study the finite-horizon optimal covariance steering problem for a continuous-time linear stochastic system subject to both additive and multiplicative noise. The noise can be continuous or it may contain jumps. Additive…
This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and covariance, subject to probabilistic path constraints. An…
This paper addresses the problem of output-feedback covariance steering for stochastic, discrete-time, linear, time-invariant systems without knowledge of the system model. We employ a controllable, non-minimal state representation…
In this work, we consider the problem of steering the first two moments of the uncertain state of an unknown discrete-time stochastic nonlinear system to a given terminal distribution in finite time. Toward that goal, first, a…
The problem of optimizing affine feedback laws that explicitly steer the mean and covariance of an uncertain system state in the presence of a Gaussian random field is considered. Spatially-dependent disturbances are successively…
In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
This work addresses the problem of optimally steering the state covariance of a linear stochastic system from an initial to a target, subject to hybrid transitions. The nonlinear and discontinuous jump dynamics complicate the control design…
This work addresses the exact characterization of the covariance dynamics related to linear discrete-time systems subject to both additive and parametric stochastic uncertainties that are potentially unbounded. Using this characterization,…
This paper presents a novel algorithm for solving distribution steering problems featuring nonlinear dynamics and chance constraints. Covariance steering (CS) is an emerging methodology in stochastic optimal control that poses constraints…