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A finite-horizon optimal estimation problem for discrete-time linear systems is formulated and solved. The formulation is a natural extension of that which yields a deadbeat observer. The resultant observer is the dual of the controller…

Dynamical Systems · Mathematics 2013-07-08 S. Emre Tuna

By optimizing the predicted performance over a receding horizon, model predictive control (MPC) provides the ability to enforce state and control constraints. The present paper considers an extension of MPC for nonlinear systems that can be…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Mohammadreza Kamaldar , Dennis S. Bernstein

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Numerical Analysis · Mathematics 2017-07-21 Lun Yang , Akil Narayan , Peng Wang

In many mechatronic applications, controller input costs are negligible and time optimality is of great importance to maximize the productivity by executing fast positioning maneuvers. As a result, the obtained control input has mostly a…

Systems and Control · Electrical Eng. & Systems 2025-01-28 Joe Ismail , Steven Liu

Linear dynamical systems are the foundational statistical model upon which control theory is built. Both the celebrated Kalman filter and the linear quadratic regulator require knowledge of the system dynamics to provide analytic…

Optimization and Control · Mathematics 2023-01-24 Ainesh Bakshi , Allen Liu , Ankur Moitra , Morris Yau

We investigate a control technique for spatially extended systems combining spatial filtering with a previously studied form of time-delay feedback. The scheme is naturally suited to real-time control of optical systems. We apply the…

Filtering problems with jumps in both the signal and the observation have been extensively studied, typically under the assumption that jump times are totally inaccessible. In many applications, however, jump times are known in advance…

Probability · Mathematics 2026-05-13 Thorsten Schmidt , Félix B. Tambe-Ndonfack

Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples with regularization of the updates. The connections with…

Optimization and Control · Mathematics 2016-12-15 Giorgio Gnecco , Alberto Bemporad , Marco Gori , Marcello Sanguineti

A high-gain extended observer is designed for a class of nonlinear uncertain systems. This observer has the ability of estimating system uncertainty, and it can be used to estimate the derivatives of signal up to order n. The controller…

Systems and Control · Electrical Eng. & Systems 2023-02-13 Xinhua Wang , Zengqiang Chen , Zhuzhi Yuan

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

The approximate nonlinear receding-horizon control law is used to treat the trajectory tracking control problem of rigid link robot manipulators. The derived nonlinear predictive law uses a quadratic performance index of the predicted…

Robotics · Computer Science 2007-05-23 R. Hedjar , P. Boucher

Partially-observable problems pose a trade-off between reducing costs and gathering information. They can be solved optimally by planning in belief space, but that is often prohibitively expensive. Model-predictive control (MPC) takes the…

Machine Learning · Computer Science 2023-04-21 Baris Kayalibay , Atanas Mirchev , Ahmed Agha , Patrick van der Smagt , Justin Bayer

With the advancement of affordable self-driving vehicles using complicated nonlinear optimization but limited computation resources, computation time becomes a matter of concern. Other factors such as actuator dynamics and actuator command…

Robotics · Computer Science 2023-10-18 Dvij Kalaria , Qin Lin , John M. Dolan

This paper develops a methodology for adaptive data-driven Model Predictive Control (MPC) using Koopman operators. While MPC is ubiquitous in various fields of engineering, the controller performance can deteriorate if the modeling error…

Optimization and Control · Mathematics 2024-12-05 Daisuke Uchida , Karthik Duraisamy

This paper proposes a new sampling-based nonlinear model predictive control (MPC) algorithm, with a bound on complexity quadratic in the prediction horizon N and linear in the number of samples. The idea of the proposed algorithm is to use…

Systems and Control · Computer Science 2017-01-13 R. V. Bobiti , M. Lazar

We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou

Observers are well known in control theory. Originally designed to estimate the hidden states of dynamical systems given some measurements, the observers scope has been recently extended to the estimation of some unknowns, for systems…

Optimization and Control · Mathematics 2014-01-21 Sharefa Asiri , Taous-Meriem Laleg-Kirati , Chadia Zayane-Aissa

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

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…

Optimization and Control · Mathematics 2019-10-23 Taeyoung Lee

In this work, we explore finite-dimensional linear representations of nonlinear dynamical systems by restricting the Koopman operator to an invariant subspace. The Koopman operator is an infinite-dimensional linear operator that evolves…

Dynamical Systems · Mathematics 2016-04-27 Steven L. Brunton , Bingni W. Brunton , Joshua L. Proctor , J. Nathan Kutz