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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

In dense traffic scenarios, ensuring safety while keeping high task performance for autonomous driving is a critical challenge. To address this problem, this paper proposes a computationally-efficient spatiotemporal receding horizon control…

Robotics · Computer Science 2024-05-28 Lei Zheng , Rui Yang , Zengqi Peng , Michael Yu Wang , Jun Ma

This paper proposes a receding horizon active learning and control problem for dynamical systems in which Gaussian Processes (GPs) are utilized to model the system dynamics. The active learning objective in the optimization problem is…

Systems and Control · Electrical Eng. & Systems 2021-05-13 Viet-Anh Le , Truong X. Nghiem

In this paper, a deep structured tracking problem is introduced for a large number of decision-makers. The problem is formulated as a linear quadratic deep structured team, where the decision-makers wish to track a global target…

Systems and Control · Electrical Eng. & Systems 2021-10-22 Jalal Arabneydi , Amir G. Aghdam

This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…

Optimization and Control · Mathematics 2020-07-02 Georgios Kotsalis , Guanghui Lan , Arkadi Nemirovski

In this paper, we propose a novel dynamic state-feedback controller for polytopic linear parameter-varying (LPV) systems with constant input matrix. The controller employs a projected gradient flow method to continuously improve its control…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Armin Gießler , Felix Strehle , Jochen Illerhaus , Sören Hohmann

We propose a data-driven control method for systems with aleatoric uncertainty, for example, robot fleets with variations between agents. Our method leverages shared trajectory data to increase the robustness of the designed controller and…

Robotics · Computer Science 2024-03-25 Alexander von Rohr , Dmitrii Likhachev , Sebastian Trimpe

We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…

Optimization and Control · Mathematics 2024-07-15 Jean-Sébastien Brouillon , Andrea Martin , John Lygeros , Florian Dörfler , Giancarlo Ferrari Trecate

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

The increasing ease of obtaining and processing data together with the growth in system complexity has sparked the interest in moving from conventional model-based control design towards data-driven concepts. Since in many engineering…

Optimization and Control · Mathematics 2021-07-29 Juan G. Rueda-Escobedo , Emilia Fridman , Johannes Schiffer

This paper proposes a new framework and several results to quantify the performance of data-driven state-feedback controllers for linear systems against targeted perturbations of the training data. We focus on the case where subsets of the…

Systems and Control · Electrical Eng. & Systems 2019-12-24 Rajasekhar Anguluri , Abed AlRahman Al Makdah , Vaibhav Katewa , Fabio Pasqualetti

We present a robust framework to perform linear regression with missing entries in the features. By considering an elliptical data distribution, and specifically a multivariate normal model, we are able to conditionally formulate a…

Machine Learning · Computer Science 2022-11-10 Alireza Aghasi , MohammadJavad Feizollahi , Saeed Ghadimi

We propose and analyse a new methodology based on linear-quadratic regulation (LQR) for stabilising falling liquid films via blowing and suction at the base. LQR methods enable rapidly responding feedback control by precomputing a gain…

Optimization and Control · Mathematics 2023-07-11 Oscar A. Holroyd , Radu Cimpeanu , Susana N. Gomes

The principal task to control dynamical systems is to ensure their stability. When the system is unknown, robust approaches are promising since they aim to stabilize a large set of plausible systems simultaneously. We study linear…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Lenart Treven , Sebastian Curi , Mojmir Mutny , Andreas Krause

In a recent paper we have shown that data collected from linear systems excited by persistently exciting inputs during low-complexity experiments, can be used to design state- and output-feedback controllers, including optimal Linear…

Systems and Control · Electrical Eng. & Systems 2021-03-31 Claudio De Persis , Pietro Tesi

This paper proposes a new robust data-driven control method for linear systems with bounded disturbances, where the system model and disturbances are unknown. Due to disturbances, accurately determining the true system becomes challenging…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Kaijian Hu , Tao Liu

This paper develops a direct data-driven inverse optimal control (3DIOC) algorithm for the linear time-invariant (LTI) system who conducts a linear quadratic (LQ) control, where the underlying objective function is learned directly from…

Optimization and Control · Mathematics 2024-09-18 Chendi Qu , Jianping He , Xiaoming Duan

We present a heuristic policy and performance bound for risk-sensitive convex stochastic control that generalizes linear-exponential-quadratic regulator (LEQR) theory. Our heuristic policy extends standard, risk-neutral model predictive…

Optimization and Control · Mathematics 2022-05-30 Nicholas Moehle

This work proposes a data-driven regulator design that drives the output of a nonlinear system asymptotically to a time-varying reference and rejects time-varying disturbances. The key idea is to design a data-driven feedback controller…

Systems and Control · Electrical Eng. & Systems 2025-06-09 Yixuan Liu , Meichen Guo

We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…

Optimization and Control · Mathematics 2021-12-15 Anastasios Tsiamis , Dionysios S. Kalogerias , Alejandro Ribeiro , George J. Pappas