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The goal of this paper is to address finite-horizon minimum variance and covariance steering problems for discrete-time stochastic (Gaussian) linear systems. On the one hand, the minimum variance problem seeks for a control policy that will…

Optimization and Control · Mathematics 2020-11-12 Efstathios Bakolas

A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

Optimization and Control · Mathematics 2020-05-01 Martin A Sehr , Robert R Bitmead

Online feedback optimization is a controller design paradigm for optimizing the steady-state behavior of a dynamical system. It employs an optimization algorithm as a dynamic feedback controller and utilizes real-time measurements to bypass…

Optimization and Control · Mathematics 2024-04-01 Wenbin Wang , Zhiyu He , Giuseppe Belgioioso , Saverio Bolognani , Florian Dörfler

Consider that a linear time-invariant (LTI) plant is given and that we wish to design a stabilizing controller for it. Admissible controllers are LTI and must comply with a pre-selected sparsity pattern. The sparsity pattern is assumed to…

Systems and Control · Computer Science 2012-09-07 Serban Sabau , Nuno C. Martins

Conventional robust H2/H-infinity control minimizes the worst-case performance, often leading to a conservative design driven by very rare parametric configurations. To reduce this conservatism while taking advantage of the stochastic…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Ervan Kassarian , Francesco Sanfedino , Daniel Alazard , Andrea Marrazza

This article shows that distributionally robust controller synthesis as investigated in \cite{taskesen2024distributionally} can be formulated as a convex linear matrix inequality (LMI) synthesis problem. To this end, we rely on…

Optimization and Control · Mathematics 2025-10-07 Dennis Gramlich , Shuhao Yan , Carsten W. Scherer , Christian Ebenbauer%

This paper proposes an output feedback controller capable of ensuring steady-state offset-free tracking for ramp and sinusoidal reference signals while ensuring local stability and state and input constraints fulfillment. The proposed…

Optimization and Control · Mathematics 2024-03-18 Geovana Franca dos Santos , Eugenio B. Castelan , Walter Lucia

We propose an output feedback control-based motion planning technique for agents to enable them to converge to a specified polynomial trajectory while imposing a set of safety constraints on our controller to avoid collisions within the…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Akua Dickson , Christos G. Cassandras , Roberto Tron

We design sparse and block sparse feedback gains that minimize the variance amplification (i.e., the $H_2$ norm) of distributed systems. Our approach consists of two steps. First, we identify sparsity patterns of feedback gains by…

Optimization and Control · Mathematics 2013-12-30 Fu Lin , Makan Fardad , Mihailo R. Jovanović

The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…

Quantum Physics · Physics 2016-11-15 Lei Cui , Zhiyuan Dong , Guofeng Zhang , Heung Wing Joseph Lee

We consider the linear matrix inequality (LMI) problem of $H_\infty$ output feedback control problem for a generalized plant whose control input, measured output, disturbance input, and controlled output are scalar. We provide an explicit…

Optimization and Control · Mathematics 2020-10-13 Hayato Waki , Yoshio Ebihara , Noboru Sebe

In this paper, we explore the discrete time sparse feedback control for a linear invariant system, where the proposed optimal feedback controller enjoys input sparsity by using a dynamic linear compensator, i.e., the components of feedback…

Systems and Control · Electrical Eng. & Systems 2023-08-01 Zhicheng Zhang , Yasumasa Fujisaki

Ensuring constraint satisfaction in large-scale systems with hard constraints is vital in many safety critical systems. The challenge is to design controllers that are efficiently synthesized offline, easily implementable online, and…

Systems and Control · Electrical Eng. & Systems 2019-09-18 Kasra Ghasemi , Sadra Sadraddini , Calin Belta

The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equality-constrained optimization. The key idea is to design a…

Optimization and Control · Mathematics 2026-02-02 V. Cerone , S. M. Fosson , S. Pirrera , D. Regruto

This note proposes a data-driven output-feedback stabilizing policy iteration for unknown linear discrete-time systems with unmeasurable states. Existing policy iteration methods for optimal control must start from a stabilizing control…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Dongdong Li , Jiuxiang Dong

In this paper, we investigate the estimator-based output feedback control problem of multi-delay systems. This work is an extension of recently developed operator-value LMI framework for infinite-dimensional time-delay systems. Based on the…

Optimization and Control · Mathematics 2019-09-16 Shuangshuang Wu , Matthew M. Peet , Changchun Hua

Synthesizing controllers directly from frequency-domain measurement data is a powerful tool in the linear time-invariant framework. Ever-increasing performance requirements necessitate extending these approaches to account for plant…

Systems and Control · Electrical Eng. & Systems 2021-07-22 Tom Bloemers , Roland Tóth , Tom Oomen

We present an algorithm for steering the output of a linear system from a feasible initial condition to a desired target position, while satisfying input constraints and non-convex output constraints. The system input is generated by a…

Systems and Control · Computer Science 2017-12-05 Claus Danielson , Avishai Weiss , Karl Berntorp , Stefano Di Cairano

If imposing general structural constraints on controllers, it is unknown how to design $H_\infty$-controllers by convex optimization. Under a so-called quadratic invariance structure of the generalized plant, the Youla parametrization…

Optimization and Control · Mathematics 2013-05-15 Carsten W. Scherer

The paper considers the suboptimal H-infinity control problem for a general discrete-time system (whose transfer function matrix is allowed to be improper or polynomial). The parametrization of output feedback controllers is given in a…

Optimization and Control · Mathematics 2014-03-31 Sebastian F. Tudor , Cristian Oara , Serban Sabau