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Recently, subsynchronous oscillations (SSOs) have emerged frequently worldwide, with the high penetration of renewable power generation in modern power systems. The SSO introduced by renewables has become a prominent new stability problem,…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Zihan Wang , Ziyang Huang , Xiaonan Zhang , Gengyin Li , Le Zheng

The control of legged robots, particularly humanoid and quadruped robots, presents significant challenges due to their high-dimensional and nonlinear dynamics. While linear systems can be effectively controlled using methods like Model…

Robotics · Computer Science 2025-06-04 Feihan Li , Abulikemu Abuduweili , Yifan Sun , Rui Chen , Weiye Zhao , Changliu Liu

We consider optimal signalling and control of discrete-time nonlinear partially observable stochastic systems in state space form. In the first part of the paper, we characterize the operational {\it control-coding capacity}, $C_{FB}$ in…

Information Theory · Computer Science 2024-07-29 Charalambos D. Charalambous , Stelios Louka

The optimal control for mobile agents is an important and challenging issue. Recent work shows that using randomized mechanism in agents' control can make the state unpredictable, and thus improve the security of agents. However, the…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Chendi Qu , Jianping He , Jialun Li

We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…

Information Theory · Computer Science 2015-03-13 Ravi Teja Sukhavasi , Babak Hassibi

Based on a recently developed notion of physical realizability for quantum linear stochastic systems, we formulate a quantum LQG optimal control problem for quantum linear stochastic systems where the controller itself may also be a quantum…

Quantum Physics · Physics 2009-08-07 H. I. Nurdin , M. R. James , I. R. Petersen

This paper revisits the question of duality between minimum variance estimation and optimal control first described for the linear Gaussian case in the celebrated paper of Kalman and Bucy. A duality result is established for nonlinear…

Probability · Mathematics 2019-03-28 Jin W. Kim , Amirhossein Taghvaei , Prashant G. Mehta , Sean P. Meyn

This paper considers the problem of data-driven robust control design for nonlinear systems, for instance, obtained when discretizing nonlinear partial differential equations (PDEs). A robust learning control approach is developed for…

Optimization and Control · Mathematics 2025-09-01 Anant A. Joshi , Saviz Mowlavi , Mouhacine Benosman

In this paper, we propose an efficient data-driven predictive control approach for general nonlinear processes based on a reduced-order Koopman operator. A Kalman-based sparse identification of nonlinear dynamics method is employed to…

Systems and Control · Electrical Eng. & Systems 2024-04-02 Xuewen Zhang , Minghao Han , Xunyuan Yin

Quantum mechanical systems exhibit an inherently probabilistic nature upon measurement. Using a quantum noise model to describe the stochastic evolution of the open quantum system and working in parallel with classical indeterministic…

Quantum Physics · Physics 2007-05-23 S. C. Edwards , V. P. Belavkin

This paper proposes control approaches for discrete-time linear systems subject to stochastic disturbances. It employs Kalman filter to estimate the mean and covariance of the state propagation, and the worst-case conditional value-at-risk…

Optimization and Control · Mathematics 2024-12-20 Masako Kishida

This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…

Systems and Control · Computer Science 2018-09-12 Xingkang He , Xiaocheng Zhang , Wenchao Xue , Haitao Fang

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum…

Optimization and Control · Mathematics 2020-09-11 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

Nonlinear dynamical systems are ubiquitous in science and engineering, yet analysis and prediction of these systems remains a challenge. Koopman operator theory circumvents some of these issues by considering the dynamics in the space of…

Numerical Analysis · Mathematics 2020-02-17 Mason Kamb , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz

This paper investigates a multidimensional non-homogeneous stochastic linear-quadratic optimal control problem featuring random coefficients and a terminal mean-field term in the cost functional, enabling its direct application to…

Optimization and Control · Mathematics 2026-05-27 Guojiang Shao , Zuo Quan Xu , Qi Zhang

Nonlinearity presents a significant challenge in problems involving dynamical systems, prompting the exploration of various linearization techniques, including the well-known Carleman Linearization. In this paper, we introduce the Koopman…

Dynamical Systems · Mathematics 2023-10-31 Dongwei Shi , Xiu Yang

Koopman operators and transfer operators represent nonlinear dynamics in state space through its induced action on linear spaces of observables and measures, respectively. This framework enables the use of linear operator theory for…

Dynamical Systems · Mathematics 2025-06-06 Claire Valva , Dimitrios Giannakis

The Koopman Operator (KO) provides an analytical solution of dynamical systems in terms of orthogonal polynomials. This work exploits this representation to include the propagation of uncertainties, where the polynomials are modified to…

Information Theory · Computer Science 2024-07-30 Simone Servadio , William Parker , Richard Linares

The Koopman operator has entered and transformed many research areas over the last years. Although the underlying concept$\unicode{x2013}$representing highly nonlinear dynamical systems by infinite-dimensional linear…

Dynamical Systems · Mathematics 2024-12-17 Stefan Klus , Nataša Djurdjevac Conrad