Related papers: On the Gap Between H2 Optimal Control and Disturba…
In this paper, we propose a structured linear parameterization of a feedback policy to solve the model-free stochastic optimal control problem. This parametrization is corroborated by a decoupling principle that is shown to be near-optimal…
This paper is concerned with H2 control of discrete-time linear systems with dynamics determined by an independent and identically distributed (i.i.d.) process. A definition of H2 norm is first discussed for the class of systems. Then, a…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
This paper considers a collection of networked nonlinear dynamical systems, and addresses the synthesis of feedback controllers that seek optimal operating points corresponding to the solution of network-wide constrained optimization…
This work introduces a novel paradigm for solving optimal control problems for hybrid dynamical systems under uncertainties. Robotic systems having contact with the environment can be modeled as hybrid systems. Controller design for hybrid…
This paper deals with the distributed $\mathcal{H}_2$ optimal control problem for linear multi-agent systems. In particular, we consider a suboptimal version of the distributed $\mathcal{H}_2$ optimal control problem. Given a linear…
This paper considers the optimization landscape of linear dynamic output feedback control with $\mathcal{H}_\infty$ robustness constraints. We consider the feasible set of all the stabilizing full-order dynamical controllers that satisfy an…
This paper designs H2 and H-infinity distributed controllers with local communication and local disturbance rejection. We propose a two-step procedure: first, select closed-loop poles; then, optimize over parameterized controllers. We build…
We consider distributed control of double-integrator networks, where agents are subject to stochastic disturbances. We study performance of such networks in terms of coherence, defined through an H2 norm metric that represents the variance…
This paper considers a disturbance attenuation problem for a linear discrete time invariant system under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in terms of relative…
In this paper, we investigate a class of time-inconsistent discrete-time stochastic linear-quadratic optimal control problems, whose time-consistent solutions consist of an open-loop equilibrium control and a linear feedback equilibrium…
Optimal controller synthesis is a bilinear problem and hence difficult to solve in a computationally efficient manner. We are able to resolve this bilinearity for systems with delay by first convexifying the problem in infinite-dimensions -…
This paper presents unifying results for subspace identification (SID) and dynamic mode decomposition (DMD) for autonomous dynamical systems. We observe that SID seeks to solve an optimization problem to estimate an extended observability…
This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…
In this article, we propose optimal discretization of analog filters (or controllers) based on the theory of sampled-data H-infinity control. We formulate the discretization problem as minimization of the H-infinity norm of the error system…
We discuss control of bittide distributed systems, which are designed to provide logical synchronization between networked machines by observing data flow rates between adjacent systems at the physical network layer and controlling local…
We classified the decoupled stochastic parallel gradient descent (SPGD) optimization model into two different types: software and hardware decoupling methods. A kind of software decoupling method is then proposed and a kind of hardware…
We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…
Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…
This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introducing a quadratic performance index such that the regulated…