Related papers: Learning Robust Data-based LQG Controllers from No…
State estimation in the presence of uncertain or data-driven noise distributions remains a critical challenge in control and robotics. Although the Kalman filter is the most popular choice, its performance degrades significantly when…
This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…
Data-based safe gain-scheduling controllers are presented for discrete-time linear parameter-varying systems (LPV) with polytopic models. First, $\lambda$-contractivity conditions are provided under which safety and stability of the LPV…
This paper presents a data-driven solution to the discrete-time infinite horizon LQR problem. The state feedback gain is computed directly from a batch of input and state data collected from the plant. Simulation examples illustrate the…
Linear-Quadratic-Gaussian (LQG) control is concerned with the design of an optimal controller and estimator for linear Gaussian systems with imperfect state information. Standard LQG assumes the set of sensor measurements, to be fed to the…
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…
This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by partial differential equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…
The Linear Quadratic Gaussian (LQG) regulator is a cornerstone of optimal control theory, yet its performance can degrade significantly when the noise distributions deviate from the assumed Gaussian model. To address this limitation, this…
The problem of controller reduction has a rich history in control theory. Yet, many questions remain open. In particular, there exist very few results on the order reduction of general non-observer based controllers and the subsequent…
The linear quadratic regulator (LQR) problem is a cornerstone of automatic control, and it has been widely studied in the data-driven setting. The various data-driven approaches can be classified as indirect (i.e., based on an identified…
We consider solutions to the linear quadratic Gaussian (LQG) regulator problem via policy gradient (PG) methods. Although PG methods have demonstrated strong theoretical guarantees in solving the linear quadratic regulator (LQR) problem,…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…
Declines in cost and concerns about the environmental impact of traditional generation have boosted the penetration of renewables and non-conventional distributed energy resources into the power grid. The intermittent availability of these…
Considering the problem of nonlinear and non-gaussian filtering of the graph signal, in this paper, a robust square root unscented Kalman filter based on graph signal processing is proposed. The algorithm uses a graph topology to generate…
The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…
We consider a discrete-time Linear-Quadratic-Gaussian (LQG) control problem in which Massey's directed information from the observed output of the plant to the control input is minimized while required control performance is attainable.…
We study the problem of adaptive control in partially observable linear quadratic Gaussian control systems, where the model dynamics are unknown a priori. We propose LqgOpt, a novel reinforcement learning algorithm based on the principle of…
This paper presents an LMI-based design framework for multirate steady-state Kalman filters in systems with sensors operating at different sampling rates. The multirate system is formulated as a periodic time-varying system, where the…
This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…
This paper synthesizes a gain-scheduled controller to stabilize all possible Linear Parameter-Varying (LPV) plants that are consistent with measured input/state data records. Inspired by prior work in data informativity and LTI…