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Related papers: Learning Robust Data-based LQG Controllers from No…

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System stabilization via policy gradient (PG) methods has drawn increasing attention in both control and machine learning communities. In this paper, we study their convergence and sample complexity for stabilizing linear time-invariant…

Optimization and Control · Mathematics 2023-09-15 Feiran Zhao , Xingyun Fu , Keyou You

This paper addresses the problem of designing a data-driven feedback controller for complex nonlinear dynamical systems in the presence of time-varying disturbances with unknown dynamics. Such disturbances are modeled as the "unknown" part…

Systems and Control · Electrical Eng. & Systems 2023-11-22 Niyousha Rahimi , Mehran Mesbahi

We consider the problem of estimating the state of a noisy linear dynamical system when an unknown subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm, and derive (optimal) bounds on…

Optimization and Control · Mathematics 2016-11-17 Shaunak Mishra , Yasser Shoukry , Nikhil Karamchandani , Suhas Diggavi , Paulo Tabuada

We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…

Optimization and Control · Mathematics 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

We investigate a linear quadratic Gaussian (LQG) tracking problem with safety and reachability constraints in the presence of an adversary who mounts an FDI attack on an unknown set of sensors. For each possible set of compromised sensors,…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Zhouchi Li , Luyao Niu , Andrew Clark

Robust data-driven controllers typically rely on datasets from previous experiments, which embed information on the variability of the system parameters across past operational conditions. Complementarily, data collected online can…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Ignacio Sanchez , Filiberto Fele , Daniel Limon

A new paradigm is proposed for the robustification of the LQG controller against distributional uncertainties on the noise process. Our controller optimizes the closed-loop performances in the worst possible scenario under the constraint…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Lucia Falconi , Augusto Ferrante , Mattia Zorzi

In this paper, the robust stability and disturbance rejection performance analysis of an energy-efficient control is addressed in the framework of Networked Control System (NCS). The control scheme under study integrates periodic…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Antonio Gonzalez , Angel Cuenca , Julian Salt , Jelle Jacobs

This paper considers a noisy data structure recovery problem. The goal is to investigate the following question: Given a noisy observation of a permuted data set, according to which permutation was the original data sorted? The focus is on…

Information Theory · Computer Science 2020-11-24 Minoh Jeong , Alex Dytso , Martina Cardone , H. Vincent Poor

Data-driven model predictive control based on Willems' fundamental lemma has proven effective for linear systems, but extending stability guarantees to nonlinear systems remains an open challenge. In this paper, we establish conditions…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Amin Taghieh , SangWoo Park

In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow…

Systems and Control · Electrical Eng. & Systems 2021-11-09 Dipankar Maity , Panagiotis Tsiotras

We propose a new method to obtain feedback controllers of an unknown dynamical system directly from noisy input/state data. The key ingredient of our design is a new matrix S-lemma that will be proven in this paper. We provide both strict…

Optimization and Control · Mathematics 2020-12-10 Henk J. van Waarde , M. Kanat Camlibel , Mehran Mesbahi

We propose a noise-robust learning framework for the Koopman operator of nonlinear dynamical systems, with guaranteed long-term stability and improved model performance for better model-based predictive control tasks. Unlike some existing…

Dynamical Systems · Mathematics 2025-08-25 Shahriar Akbar Sakib , Shaowu Pan

This paper proposes a data-driven framework to learn a finite-dimensional approximation of a Koopman operator for approximating the state evolution of a dynamical system under noisy observations. To this end, our proposed solution has two…

Systems and Control · Electrical Eng. & Systems 2026-03-16 Wenjian Hao , Devesh Upadhyay , Shaoshuai Mou

This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Anastasis Georgiou , Furqan Tahir , Imad M. Jaimoukha , Simos A. Evangelou

Motivated by the need of observers that are both robust to disturbances and guarantee fast convergence to zero of the estimation error, we propose an observer for linear time-invariant systems with noisy output that consists of the…

Optimization and Control · Mathematics 2015-03-31 Yuchun Li , Ricardo G. Sanfelice

We propose a novel framework for learning linear time-invariant (LTI) models for a class of continuous-time non-autonomous nonlinear dynamics based on a representation of Koopman operators. In general, the operator is infinite-dimensional…

Systems and Control · Electrical Eng. & Systems 2022-05-24 Petar Bevanda , Max Beier , Shahab Heshmati-Alamdari , Stefan Sosnowski , Sandra Hirche

We introduce a class of quadratic support (QS) functions, many of which play a crucial role in a variety of applications, including machine learning, robust statistical inference, sparsity promotion, and Kalman smoothing. Well known…

Machine Learning · Statistics 2013-05-03 Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto

This paper addresses the problem of robust fault detection filtering for linear time-varying (LTV) systems with non-Gaussian noise and additive faults. The conventional generalized likelihood ratio (GLR) method utilizes the Kalman filter,…

Optimization and Control · Mathematics 2025-04-25 Zhemeng Zhang , Yifei Nie , Le Yin

Reinforcement learning (RL) is an effective approach for solving optimal control problems without knowing the exact information of the system model. However, the classical Q-learning method, a model-free RL algorithm, has its limitations,…

Optimization and Control · Mathematics 2025-06-04 Xiushan Jiang , Weihai Zhang
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