Related papers: Covariance Stabilization for a class of Stochastic…
Control using quantized feedback is a fundamental approach to system synthesis with limited communication capacity. In this paper, we address the stabilization problem for unknown linear systems with logarithmically quantized feedback, via…
In this paper, we obtain some preliminary results on stochastic control theory for time-varying linear systems both continuous and discrete, and further apply to aperiod sample-data linear systems. The Ito's lemma is utilized in this…
In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…
Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…
We investigate the stability problem for discrete-time stochastic switched linear systems under the specific scenarios where information about the switching patterns and the probability of switches are not available. Our analysis focuses on…
Motivated by the recent interest in risk-aware control, we study a continuous-time control synthesis problem to bound the risk that a stochastic linear system violates a given specification. We use risk signal temporal logic as a…
This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…
This paper considers the problem of robust stability and stabilization for linear fractional-order system with nonlinear uncertain parameters, with fractional order 0<a<2. A dynamic output feedback controller, with predetermined order, for…
This note is concerned with stability analysis of integral delay systems with multiple delays. To study this problem, the well-known Jensen inequality is generalized to the case of multiple terms by introducing an individual slack weighting…
We study a finite-horizon covariance steering problem for discrete-time Markov jump linear systems (MJLS) with both state- and control-dependent multiplicative noise. The objective is to minimize a quadratic running cost while steering the…
This paper deals with the robust stability analysis of linear systems, subject to time-varying parameters. The Parameter Dependent Lyapunov Function are considered, assuming that the temporal derivative of the parameters are bounded. Some…
Standard model-based control design deteriorates when the system dynamics change during operation. To overcome this challenge, online and adaptive methods have been proposed in the literature. In this work, we consider the class of…
The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…
Automated synthesis of correct-by-construction controllers for autonomous systems is crucial for their deployment in safety-critical scenarios. Such autonomous systems are naturally modeled as stochastic dynamical models. The general…
This paper studies the problem of stabilizing a self-triggered control system with quantized output. Employing a standard observer-based state feedback control law, a self-triggering mechanism that dictates the next sampling time based on…
In this paper, a polynomial chaos based framework for designing controllers for discrete time linear systems with probabilistic parameters is presented. Conditions for exponential-mean-square stability for such systems are derived and…
This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…
This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…
The problem of stationary robust L_infinity-induced deconvolution filtering for the uncertain continuous-time linear stochastic systems is addressed. The state space model of the system contains state- and input-dependent noise and…
This paper presents a robust control synthesis and analysis framework for nonlinear systems with uncertain initial conditions. First, a deep learning-based lifting approach is proposed to approximate nonlinear dynamical systems with linear…