Related papers: Isospectral Steering
In the formation control problem for autonomous robots a distributed control law steers the robots to the desired target formation. A local stability result of the target formation can be derived by methods of linearization and center…
Controlled transitions between a hierarchy of n-scroll attractors are investigated in a nonlinear optoelectronic oscillator. Using the system's feedback strength as a control parameter, it is shown experimentally the transition from Van der…
Nesterov's accelerated gradient algorithm is derived from first principles. The first principles are founded on the recently-developed optimal control theory for optimization. This theory frames an optimization problem as an optimal control…
Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We…
Despite its nonconvexity, policy optimization for the Linear Quadratic Regulator (LQR) admits a favorable structural property known as gradient dominance, which facilitates linear convergence of policy gradient methods to the globally…
This paper presents a control law for stabilization and trajectory tracking of a multicopter subject to safety constraints. The proposed approach guarantees forward invariance of a prescribed safety set while ensuring smooth tracking…
The paper describes a novel method for studying the stability of nonautonomous dynamical systems. This method based on the flow and divergence of the vector field with coupling to the method of Lyapunov functions. The necessary and…
In this work, we consider the problem of steering the first two moments of the uncertain state of a discrete time nonlinear stochastic system to prescribed goal quantities at a given final time. In principle, the latter problem can be…
In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…
We study singular stochastic control of a two dimensional stochastic differential equation, where the first component is linear with random and unbounded coefficients. We derive existence of an optimal relaxed control and necessary…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…
We study controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling such system with a control being a Lipschitz vector field on a fixed control set $\omega$. We prove…
It is well-known that stable and unstable manifolds strongly influence fluid motion in unsteady flows. These emanate from hyperbolic trajectories, with the structures moving nonautonomously in time. The local directions of emanation at each…
This paper discusses discretization methods for implementing nonlinear model predictive controllers using Iterative Linear Quadratic Regulator (ILQR). Finite-difference approximations are mostly used to derive a discrete-time state equation…
We propose a general strategy for feedback control design of complex dynamical systems exploiting the nonlinear mechanisms in a systematic unsupervised manner. These dynamical systems can have a state space of arbitrary dimension with…
Graphical continuous Lyapunov models offer a new perspective on modeling causally interpretable dependence structure in multivariate data by treating each independent observation as a one-time cross-sectional snapshot of a temporal process.…
In this work, we consider the periodic impulse control of a system modeled as a set of linear differential equations. We define a matrix that governs the qualitative behavior of the controlled system. This matrix depends on the period and…
In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…
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…