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We propose novel quadratic performance tests for linear discrete-time impulsive systems based on viewing these systems as feedback interconnections of some non-impulsive linear system with an impulsive operator. In order to systematically…

Optimization and Control · Mathematics 2022-12-20 Tobias Holicki , Carsten W. Scherer

In this paper, we consider the problem of tracking a reference trajectory for a simplified car model based on unicycle kinematics, whose position only is measured, and where the control input and the measurements are corrupted by…

Robotics · Computer Science 2014-06-19 Sébastien Diemer , Silvère Bonnabel

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…

Optimization and Control · Mathematics 2019-09-16 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

In this paper, we are concerned with a nonlinear optimal control problem of ordinary differential equations. We consider a discretization of the problem with the discontinuous Galerkin method with arbitrary order $r \in \mathbb{N}\cup…

Numerical Analysis · Mathematics 2020-05-25 Woocheol Choi , Young-Pil Choi

We study feedback control for discrete-time linear time-invariant systems in the presence of quantization both in the control action and in the measurement of the controlled variable. While in some application the quantization effects can…

Systems and Control · Computer Science 2020-05-12 Alessandro Vittorio Papadopoulos , Federico Terraneo , Alberto Leva , Maria Prandini

This paper introduces a discretization-accurate stopping criterion of symmetric iterative methods for solving systems of algebraic equations resulting from the finite element approximation. The stopping criterion consists of the evaluations…

Numerical Analysis · Mathematics 2019-09-19 Zhiqiang Cai , Shuhao Cao , Robert D. Falgout

Consider a linear quadratic regulator (LQR) problem being solved in a model-free manner using the policy gradient approach. If the gradient of the quadratic cost is being transmitted across a rate-limited channel, both the convergence and…

Optimization and Control · Mathematics 2024-09-20 Lintao Ye , Aritra Mitra , Vijay Gupta

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…

Optimization and Control · Mathematics 2025-10-21 Wenjing Yang , Zhaorong Zhang , Juanjuan Xu

We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Jingjing Bu , Afshin Mesbahi , Mehran Mesbahi

Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study…

Machine Learning · Computer Science 2017-12-27 Stephen Tu , Benjamin Recht

A weighted summation of Integral of Time Multiplied Absolute Error (ITAE) and Integral of Squared Controller Output (ISCO) minimization based time domain optimal tuning of fractional-order (FO) PID or PI{\lambda}D{\mu} controller is…

Optimization and Control · Mathematics 2013-06-18 Saptarshi Das , Indranil Pan , Kaushik Halder , Shantanu Das , Amitava Gupta

Unlike for Linear Time-Invariant (LTI) systems, for nonlinear systems, there exists no general framework for systematic convex controller design which incorporates performance shaping. The Linear Parameter-Varying (LPV) framework sought to…

Systems and Control · Electrical Eng. & Systems 2022-02-09 Patrick J. W. Koelewijn , Roland Tóth , Siep Weiland

In experimental control of quantum systems, the precision is often hindered by imperfect applied electronics that distort control pulses delivered to target quantum devices. To mitigate such error, the deconvolution method is commonly used…

Quantum Physics · Physics 2018-10-02 Xi Cao , Bing Chu , Haijin Ding , Luyan Sun , Yu-xi Liu , Rebing Wu

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

Recently, inverse problems have attracted more and more attention in computational mathematics and become increasingly important in engineering applications. After the discretization, many of inverse problems are reduced to linear systems.…

Numerical Analysis · Mathematics 2022-04-07 Gong Rongfang , Huang Qin

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…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

Real-time optimal control remains a fundamental challenge in robotics, especially for nonlinear systems with stringent performance requirements. As one of the representative trajectory optimization algorithms, the iterative Linear Quadratic…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Yue Wang , Haoyu Wang , Zhaoxing Li

We consider numerical schemes for computing the linear response of steady-state averages of stochastic dynamics with respect to a perturbation of the drift part of the stochastic differential equation. The schemes are based on Girsanov's…

Numerical Analysis · Mathematics 2019-12-18 Petr Plechac , Gabriel Stoltz , Ting Wang

This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…

Optimization and Control · Mathematics 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos