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This paper presents the numerical discretization methods of the continuous-time linear-quadratic optimal control problems (LQ-OCPs) with time delays. We describe the weight matrices of the LQ-OCPs as differential equations systems, allowing…

Systems and Control · Electrical Eng. & Systems 2024-04-15 Zhanhao Zhang , Steen Hørsholt , John Bagterp Jørgensen

The notion of dissipative dynamical systems provides a formal description of processes that cannot generate energy internally. For these systems, changes in energy can only occur due to an external energy supply or dissipation effects.…

Numerical Analysis · Mathematics 2026-02-18 Attila Karsai , Philipp Schulze

Matrix seriation, the problem of permuting the rows and columns of a matrix to uncover latent structure, is a fundamental technique in data science, particularly in the visualization and analysis of relational data. Applications span…

Optimization and Control · Mathematics 2025-06-25 Víctor Blanco , Alfredo Marín , Justo Puerto

In this paper, we study the covariance steering (CS) problem for discrete-time linear systems subject to multiplicative and additive noise. Specifically, we consider two variants of the so-called CS problem. The goal of the first problem,…

Optimization and Control · Mathematics 2022-10-05 Isin M. Balci , Efstathios Bakolas

We define the complexity of a continuous-time linear system to be the minimum number of bits required to describe its forward increments to a desired level of fidelity, and compute this quantity using the rate distortion function of a…

Systems and Control · Electrical Eng. & Systems 2023-06-06 Eric Wendel , John Baillieul , Joseph Hollmann

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

In this paper, we study the chaotic behavior of a discrete-time linear inclusion.

Systems and Control · Computer Science 2013-07-16 Xiongping Dai , Tingwen Huang , Yu Huang , Mingqing Xiao

The main purpose of this paper is to formulate new conditions for smooth linearization of nonautonomous systems with discrete and continuous time. Our results assume that the linear part admits a very general form of dichotomy known as…

Dynamical Systems · Mathematics 2026-05-07 Lucas Backes , Davor Dragicevic , Wenmeng Zhang

This paper presents a time discretization of the robust exact filtering differentiator, a sliding mode differentiator coupled to filter, which provides a suitable approximation to the derivatives of some noisy signals. This proposal takes…

Systems and Control · Electrical Eng. & Systems 2020-08-25 J. E. Carvajal-Rubio , J. D. Sánchez-Torres , M. Defoort , A. G. Loukianov , M. Djemai

A generalized exponential matrix based on the construction of kernel operators for generalized summability is defined and analyzing its main properties, generalizing the classical exponential matrix and fractional exponential matrix. This…

Classical Analysis and ODEs · Mathematics 2023-05-08 Alberto Lastra , Cruz Prisuelos-Arribas

We give a characterization of the controllability for discrete-time linear systems with convex output constraints. It extends all previously known characterizations in the literature, as well as our previous results on controllability of…

Optimization and Control · Mathematics 2018-12-06 Mustafa Devrim Kaba , M. Kanat Camlibel

Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Lars Radtke , Philipp Kopp , Stefan Kollmannsberger , Ernst Rank , Alexander Düster

In this paper, we study the discrete time filtering problems for linear systems driven by fractional noises. The main difficulty comes from the non-Markovian of the noises. We construct the difference equation of the covariance process…

Optimization and Control · Mathematics 2024-12-24 Yuecai Han , Yuhang Li

A framework for exponential time discretization of the multilayer rotating shallow water equations is developed in combination with a mimetic discretization in space. The method is based on a combination of existing exponential time…

Numerical Analysis · Mathematics 2019-08-27 Konstantin Pieper , K. Chad Sockwell , Max Gunzburger

The paper studies the relation between a nonlinear time-varying flat discrete-time system and the corresponding linear time-varying systems which are obtained by a linearization along trajectories. It is motivated by the continuous-time…

Optimization and Control · Mathematics 2024-03-26 Bernd Kolar , Johannes Diwold , Conrad Gstöttner , Markus Schöberl

In this paper, building on a previous analysis [1] of exact diagonalization of the space-discretized evolution operator for the study of properties of non-relativistic quantum systems, we present a substantial improvement to this method. We…

Statistical Mechanics · Physics 2011-08-08 Ivana Vidanovic , Aleksandar Bogojevic , Antun Balaz , Aleksandar Belic

The linearization of nonlinear systems is an important digital enhancement technique. In this paper, a real-time capable post- and pre-linearization method for the widely applicable time-varying discrete-time Volterra series is presented.…

Systems and Control · Computer Science 2014-04-24 Matthias Hotz , Christian Vogel

We present the first review of methods to overapproximate the set of reachable states of linear time-invariant systems subject to uncertain initial states and input signals for short time horizons. These methods are fundamental to…

Numerical Analysis · Mathematics 2022-06-02 Marcelo Forets , Christian Schilling

Distributed model predictive control (DMPC) has attracted extensive attention as it can explicitly handle system constraints and achieve optimal control in a decentralized manner. However, the deployment of DMPC strategies generally…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Kaixiang Zhang , Yongqiang Wang , Ziyou Song , Zhaojian Li

We propose a new method for controlling linear dynamical systems under adversarial disturbances and cost functions. Our algorithm achieves a running time that scales polylogarithmically with the inverse of the stability margin, improving…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Anand Brahmbhatt , Gon Buzaglo , Sofiia Druchyna , Elad Hazan