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We present a methodology for predictable and safe covariance steering control of uncertain nonlinear stochastic processes. The systems under consideration are subject to general uncertainties, which include unbounded random disturbances…

Systems and Control · Electrical Eng. & Systems 2025-09-08 Aditya Gahlawat , Vivek Khatana , Duo Wang , Sambhu H. Karumanchi , Naira Hovakimyan , Petros Voulgaris

State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state…

Systems and Control · Electrical Eng. & Systems 2021-10-12 Guitao Yang , Angelo Barboni , Hamed Rezaee , Thomas Parisini

We consider a class of stochastic optimal control problems for discrete-time stochastic linear systems which seek for control policies that will steer the probability distribution of the terminal state of the system close to a desired…

Optimization and Control · Mathematics 2020-10-01 Isin M. Balci , Efstathios Bakolas

In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…

Optimization and Control · Mathematics 2023-11-27 Gabriel Velho , Riccardo Bonalli , Jean Auriol , Islam Boussaada

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…

Systems and Control · Electrical Eng. & Systems 2020-07-09 Verena Häberle , Adrian Hauswirth , Lukas Ortmann , Saverio Bolognani , Florian Dörfler

This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…

Optimization and Control · Mathematics 2024-06-27 Emiland Garrabe , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…

Systems and Control · Electrical Eng. & Systems 2024-09-05 George Rapakoulias , Panagiotis Tsiotras

We propose to solve a constrained distribution steering problem, i.e., steering a stochastic linear system from an initial distribution to some final, desired distribution subject to chance constraints. We do so by characterizing the…

Optimization and Control · Mathematics 2021-10-14 Vignesh Sivaramakrishnan , Joshua Pilipovsky , Meeko M. K. Oishi , Panagiotis Tsiotras

We consider the problem of state estimation in general state-space models using variational inference. For a generic variational family defined using the same backward decomposition as the actual joint smoothing distribution, we establish…

Methodology · Statistics 2022-06-02 Mathis Chagneux , Élisabeth Gassiat , Pierre Gloaguen , Sylvain Le Corff

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

In this article, we consider a receding horizon control of discrete-time state-dependent jump linear systems, particular kind of stochastic switching systems, subject to possibly unbounded random disturbances and probabilistic state…

Systems and Control · Computer Science 2014-07-25 Shaikshavali Chitraganti , Samir Aberkane , Christophe Aubrun , Guillermo Valencia-Palomo , Vasile Dragan

In this paper, we study the finite-horizon optimal density steering problem for discrete-time stochastic linear dynamical systems. Specifically, we focus on steering probability densities represented as Gaussian mixture models which are…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Isin M. Balci , Efstathios Bakolas

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-reversal of diffusion processes to construct the required…

Optimization and Control · Mathematics 2025-09-11 Yuhang Mei , Amirhossein Taghvaei , Ali Pakniyat

This paper details how to parameterize the posterior distribution of state-space systems to generate improved optimization problems for system identification using variational inference. Three different parameterizations of the assumed…

Applications · Statistics 2025-01-15 Dimas Abreu Archanjo Dutra

Data-driven and adaptive control approaches face the problem of introducing sudden distributional shifts beyond the distribution of data encountered during learning. Therefore, they are prone to invalidating the very assumptions used in…

Systems and Control · Electrical Eng. & Systems 2025-08-25 Mohammad Ramadan , Evan Toler , Mihai Anitescu

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

We consider the problem of steering a collection of n particles that obey identical n-dimensional linear dynamics via a common state feedback law towards a rearrangement of their positions, cast as a controllability problem for a dynamical…

Optimization and Control · Mathematics 2024-12-02 Mahmoud Abdelgalil , Tryphon T. Georgiou