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This paper studies data-driven approaches to the continuous-time linear quadratic regulator (LQR) problem based on two existing parameterizations, namely a closed-loop (CL) parameterization from behavioral system theory and an integral…

Optimization and Control · Mathematics 2026-05-01 Armin Gießler , Felix Thömmes , Sören Hohmann

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in…

Machine Learning · Statistics 2013-12-18 Nikolaos M. Freris , Orhan Öçal , Martin Vetterli

We create classical (non-quantum) dynamic data structures supporting queries for recommender systems and least-squares regression that are comparable to their quantum analogues. De-quantizing such algorithms has received a flurry of…

Data Structures and Algorithms · Computer Science 2022-06-30 Nadiia Chepurko , Kenneth L. Clarkson , Lior Horesh , Honghao Lin , David P. Woodruff

We propose a distributed data-based predictive control scheme to stabilize a network system described by linear dynamics. Agents cooperate to predict the future system evolution without knowledge of the dynamics, relying instead on learning…

Optimization and Control · Mathematics 2020-12-02 Ahmed Allibhoy , Jorge Cortés

Real-world data typically contain repeated and periodic patterns. This suggests that they can be effectively represented and compressed using only a few coefficients of an appropriate basis (e.g., Fourier, Wavelets, etc.). However, distance…

Machine Learning · Statistics 2014-05-26 Michail Vlachos , Nikolaos Freris , Anastasios Kyrillidis

This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…

Optimization and Control · Mathematics 2020-11-11 Kai Du , Qingxin Meng , Fu Zhang

A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…

Optimization and Control · Mathematics 2018-09-18 Forrest Laine , Claire Tomlin

Inspired by REINFORCE, we introduce a novel receding-horizon algorithm for the Linear Quadratic Regulator (LQR) problem with unknown dynamics. Unlike prior methods, our algorithm avoids reliance on two-point gradient estimates while…

Optimization and Control · Mathematics 2025-10-07 Amirreza Neshaei Moghaddam , Alex Olshevsky , Bahman Gharesifard

Accelerating the data acquisition of dynamic magnetic resonance imaging (MRI) leads to a challenging ill-posed inverse problem, which has received great interest from both the signal processing and machine learning community over the last…

Computer Vision and Pattern Recognition · Computer Science 2018-10-16 Chen Qin , Jo Schlemper , Jose Caballero , Anthony Price , Joseph V. Hajnal , Daniel Rueckert

In recent studies [1][13][12] Recurrent Neural Networks were used for generative processes and their surprising performance can be explained by their ability to create good predictions. In addition, data compression is also based on…

Computation and Language · Computer Science 2017-05-03 Juan Andrés Laura , Gabriel Masi , Luis Argerich

This paper introduces a novel data-driven approach to design a linear quadratic regulator (LQR) using a reinforcement learning (RL) algorithm that does not require a system model. The key contribution is to perform policy iteration (PI) by…

Systems and Control · Electrical Eng. & Systems 2023-11-20 Soroush Asri , Luis Rodrigues

Designing controllers to generate various trajectories has been studied for years, while recently, recovering an optimal controller from trajectories receives increasing attention. In this paper, we reveal that the inherent linear quadratic…

Systems and Control · Electrical Eng. & Systems 2023-12-29 Chendi Qu , Jianping He , Xiaoming Duan

The traditional compressed sensing approach is naturally offline, in that it amounts to sparsely sampling and reconstructing a given dataset. Recently, an online algorithm for performing compressed sensing on streaming data was proposed:…

Optimization and Control · Mathematics 2016-05-10 Pantelis Sopasakis , Nikolaos Freris , Panagiotis Patrinos

This paper presents a data-driven receding horizon control framework for discrete-time linear systems that guarantees robust performance in the presence of bounded disturbances. Unlike the majority of existing data-driven predictive control…

Optimization and Control · Mathematics 2025-10-08 Jian Zheng , Sahand Kiani , Mario Sznaier , Constantino Lagoa

This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…

Numerical Analysis · Computer Science 2019-02-26 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

Modern computer vision requires processing large amounts of data, both while training the model and/or during inference, once the model is deployed. Scenarios where images are captured and processed in physically separated locations are…

Computer Vision and Pattern Recognition · Computer Science 2021-03-30 Sudeep Katakol , Basem Elbarashy , Luis Herranz , Joost van de Weijer , Antonio M. Lopez

In this age of information, images are a critical medium for storing and transmitting information. With the rapid growth of image data amount, visual compression and visual data perception are two important research topics attracting a lot…

Image and Video Processing · Electrical Eng. & Systems 2024-07-02 Yuefeng Zhang , Chuanmin Jia , Jiannhui Chang , Siwei Ma

We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…

Optimization and Control · Mathematics 2022-11-02 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Jintao Sun , Michael Cantoni