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This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental…

最优化与控制 · 数学 2018-12-17 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

We study the constrained linear quadratic regulator with unknown dynamics, addressing the tension between safety and exploration in data-driven control techniques. We present a framework which allows for system identification through…

最优化与控制 · 数学 2019-07-09 Sarah Dean , Stephen Tu , Nikolai Matni , Benjamin Recht

In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…

系统与控制 · 电气工程与系统科学 2023-02-16 Fengjiao Liu , Panagiotis Tsiotras

The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…

量子物理 · 物理学 2016-11-15 Lei Cui , Zhiyuan Dong , Guofeng Zhang , Heung Wing Joseph Lee

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

投资组合管理 · 定量金融 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…

机器学习 · 计算机科学 2025-05-07 Leonardo F. Toso , Lintao Ye , James Anderson

This article proposes an approach to design output-feedback controllers for unknown continuous-time linear time-invariant systems using only input-output data from a single experiment. To address the lack of state and derivative…

系统与控制 · 电气工程与系统科学 2025-05-29 Alessandro Bosso , Marco Borghesi , Andrea Iannelli , Giuseppe Notarstefano , Andrew R. Teel

In this paper, we tackle for the first time the problem of maximum likelihood (ML) estimation of the signal-to-noise ratio (SNR) parameter over time-varying single-input multiple-output (SIMO) channels. Both the data-aided (DA) and the…

应用统计 · 统计学 2014-11-19 Faouzi Bellili , Rabii Meftehi , Sofiene Affes , Alex Stephenne

Signal to Noise Ratio (SNR) is an important index for wireless communications. In CDMA systems, spreading sequences are utilized. This series of papers show the method to derive spreading sequences as the solutions of non-linear…

信息论 · 计算机科学 2016-12-30 Hirofumi Tsuda , Ken Umeno

This paper develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically on the optimal stabilizing rate, which characterizes the…

最优化与控制 · 数学 2025-12-15 Hui Jia , Yuan-Hua Ni , Guangchen Wang

Abstracting neural networks with constraints they impose on their inputs and outputs can be very useful in the analysis of neural network classifiers and to derive optimization-based algorithms for certification of stability and robustness…

机器学习 · 计算机科学 2021-05-04 Navid Hashemi , Justin Ruths , Mahyar Fazlyab

This paper is concerned with coherent quantum control design for translation invariant networks of identical quantum stochastic systems subjected to external quantum noise. The network is modelled as an open quantum harmonic oscillator and…

量子物理 · 物理学 2015-09-09 Arash Kh. Sichani , Igor G. Vladimirov , Ian R. Petersen

The rate optimization for wireless networks with low SNR is investigated. While the capacity in the limit of disappearing SNR is known to be linear for fading and non-fading channels, we study the problem of operating in low SNR wireless…

信息论 · 计算机科学 2010-08-03 Mohit Thakur , Muriel Médard

The sequential analysis of the problem of joint signal detection and signal-to-noise ratio (SNR) estimation for a linear Gaussian observation model is considered. The problem is posed as an optimization setup where the goal is to minimize…

信息论 · 计算机科学 2017-01-20 M. Fauß , K. G. Nagananda , A. M. Zoubir , H. V. Poor

This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…

最优化与控制 · 数学 2025-12-15 Xuehui Ma , Shiliang Zhang , Xiaohui Zhang , Jing Xin , Hector Garcia de Marina

We propose a parameterization of a nonlinear dynamic controller based on the recurrent equilibrium network, a generalization of the recurrent neural network. We derive constraints on the parameterization under which the controller…

系统与控制 · 电气工程与系统科学 2024-04-15 Neelay Junnarkar , He Yin , Fangda Gu , Murat Arcak , Peter Seiler

We investigate the maximum signal to noise ratio per unit time that can be achieved for a spin 1/2 particle subjected to a periodic pulse sequence. Optimal control techniques are applied to design the control field and the position of the…

量子物理 · 物理学 2015-06-22 M. Lapert , E. Assémat , S. J. Glaser , D. Sugny

We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…

最优化与控制 · 数学 2010-10-05 I. P. Smirnov

This paper considers a risk-sensitive optimal control problem for a field-mediated interconnection of a quantum plant with a coherent (measurement-free) quantum controller. The plant and the controller are multimode open quantum harmonic…

最优化与控制 · 数学 2023-08-09 Igor G. Vladimirov , Ian R. Petersen

This paper addresses the problem of designing an optimal output feedback controller with a specified controller structure for linear time-invariant (LTI) systems to maximize the passivity level for the closed-loop system, in both…

系统与控制 · 电气工程与系统科学 2019-07-31 Lanlan Su , Vijay Gupta , Panos Antsaklis