相关论文: Moment LMI approach to LTV impulsive control

Symmetric matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of…

The identification of Linear Time-Varying (LTV) systems from input-output data is a fundamental yet challenging ill-posed inverse problem. This work introduces a unified Bayesian framework that models the system's impulse response, $h(t,…

We consider the optimal control design problem for discrete-time LTI systems with state feedback, when the actuation signal is subject to unmeasurable switching propagation delays, due to e.g. the routing in a multi-hop communication…

We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynamics, our method includes a proportional term to control the…

We present an optimal control approach to the problem of model calibration for L\'evy processes based on a non parametric estimation procedure. The calibration problem is of considerable interest in mathematical finance and beyond.…

Controllability maximization problem under sparsity constraints is a node selection problem that selects inputs that are effective for control in order to minimize the energy to control for desired state. In this paper we discuss the…

In this paper, we study stabilizability of discrete-time switched linear systems where the switching signal is considered as an arbitrary disturbance (and not a control variable). We characterize feedback stabilization via necessary and…

The first part of this paper proposed a family of penalized convex relaxations for solving optimization problems with bilinear matrix inequality (BMI) constraints. In this part, we generalize our approach to a sequential scheme which starts…

Linear time-periodic (LTP) dynamical systems frequently appear in the modeling of phenomena related to fluid dynamics, electronic circuits, and structural mechanics via linearization centered around known periodic orbits of nonlinear…

Resilient systems are able to recover quickly and easily from disturbed system states that might result from hazardous events or malicious attacks. In this paper a novel resilience metric for linear time invariant systems is proposed: the…

This paper proposes an impulse response modeling in presence of input and noisy output of a linear time-invariant (LTI) system. The approach utilizes Relative Entropy (RE) to choose the optimum impulse response estimate, optimum time delay…

The linear programming (LP) approach has a long history in the theory of approximate dynamic programming. When it comes to computation, however, the LP approach often suffers from poor scalability. In this work, we introduce a relaxed…

A new functional-based approach is developed for the stability analysis of linear impulsive systems. The new method, which introduces looped-functionals, considers non-monotonic Lyapunov functions and leads to LMIs conditions devoid of…

Several results regarding the stability and the stabilization of linear impulsive positive systems under arbitrary, constant, minimum, maximum and range dwell-time are obtained. The proposed stability conditions characterize the pointwise…

We investigate the problem of optimal control synthesis for Markov Decision Processes (MDPs), addressing both qualitative and quantitative objectives. Specifically, we require the system to satisfy a qualitative task specified by a Linear…

We introduce discontinuous solutions to nonlinear impulsive control systems with state time delays in the dynamics and derive necessary optimality conditions in the form of a Maximum Principle for associated optimal control problems. In the…

This paper investigates a minimal time control problem for the heat equation with multiple impulse controls. We first establish the maximum principles for this problem and then prove the equivalence between the minimal time impulse control…

Linear dynamical systems are the foundational statistical model upon which control theory is built. Both the celebrated Kalman filter and the linear quadratic regulator require knowledge of the system dynamics to provide analytic…

We present a framework for adaptive-stepsize MCMC sampling based on time-rescaled Langevin dynamics, in which the stepsize variation is dynamically driven by an additional degree of freedom. Our approach augments the phase space by an…

Optimal control problems with discrete-valued inputs are inherently challenging due to their mixed-integer nature, rendering them generally intractable for real-time, safety-critical aerospace applications. Lossless convexification offers a…