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相关论文: $\mathcal H_2$-Quasi-Optimal Model Order Reduction…

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We consider low-order controller design for large-scale linear time-invariant dynamical systems with inputs and outputs. Model order reduction is a popular technique, but controllers designed for reduced-order models may result in unstable…

最优化与控制 · 数学 2018-03-20 Peter Benner , Tim Mitchell , Michael L. Overton

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of…

系统与控制 · 电气工程与系统科学 2025-11-24 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

Optimal model reduction for large-scale linear dynamical systems is studied. In contrast to most existing works, the systems under consideration are not required to be stable, neither in discrete nor in continuous time. As a consequence,…

数值分析 · 数学 2024-01-11 Alessandro Borghi , Tobias Breiten

In this paper we establish the interpolatory model reduction framework for optimal approximation of MIMO dynamical systems with respect to the $\mathcal{H}_2$ norm over a finite-time horizon, denoted as the $\mathcal{H}_2(t_f)$ norm. Using…

数值分析 · 数学 2019-05-21 Klajdi Sinani , Serkan Gugercin

We propose a projection based multi-moment matching method for model order reduction of quadratic-bilinear systems. The goal is to construct a reduced system that ensures higher-order moment matching for the multivariate transfer functions…

系统与控制 · 电气工程与系统科学 2023-03-01 Mian Muhammad Arsalan Asif , Mian Ilyas Ahmad , Peter Benner , Lihong Feng , Tatjana Stykel

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

最优化与控制 · 数学 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

We study linear quadratic Gaussian (LQG) control design for linear port-Hamiltonian systems. To this end, we exploit the freedom in choosing the weighting matrices and propose a specific choice which leads to an LQG controller which is…

最优化与控制 · 数学 2021-07-27 Tobias Breiten , Riccardo Morandin , Philipp Schulze

Interpolatory necessary optimality conditions for $\mathcal{H}_2$-optimal reduced-order modeling of unstructured linear time-invariant (LTI) systems are well-known. Based on previous work on $\mathcal{L}_2$-optimal reduced-order modeling of…

数值分析 · 数学 2024-09-23 Petar Mlinarić , Peter Benner , Serkan Gugercin

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

数值分析 · 数学 2025-01-14 Gouranga Mallik , Ramesh Chandra Sau

This paper introduces an interpolation framework for the weighted-H2 model reduction problem. We obtain a new representation of the weighted-H2 norm of SISO systems that provides new interpolatory first order necessary conditions for an…

This paper gives a new solution to the output feedback H2 problem for quadratically invariant communication delay patterns. A characterization of all stabilizing controllers satisfying the delay constraints is given and the decentralized H2…

系统与控制 · 计算机科学 2014-10-09 Andrew Lamperski , John C. Doyle

H2-conic controller design seeks to minimize the closed-loop H2-norm for a nominal linear system while satisfying the Conic Sector Theorem for nonlinear stability. This problem has only been posed with limited design freedom, as opposed to…

最优化与控制 · 数学 2021-10-11 Ethan J. LoCicero , Leila Bridgeman

This paper develops an interpolatory framework for weighted-$\mathcal{H}_2$ model reduction of MIMO dynamical systems. A new representation of the weighted-$\mathcal{H}_2$ inner products in MIMO settings is introduced and used to derive…

系统与控制 · 计算机科学 2016-10-05 Tobias Breiten , Christopher Beattie , Serkan Gugercin

Model order reduction involves constructing a reduced-order approximation of a high-order model while retaining its essential characteristics. This reduced-order model serves as a substitute for the original one in various applications such…

系统与控制 · 电气工程与系统科学 2024-03-06 Qiu-Yan Song , Umair Zulfiqar , Zhi-Hua Xiao , Mohammad Monir Uddin , Victor Sreeram

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

计算金融 · 定量金融 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

The Quadratic Unconstrained Binary Optimization problem (QUBO) has become a unifying model for representing a wide range of combinatorial optimization problems, and for linking a variety of disciplines that face these problems. A new class…

人工智能 · 计算机科学 2017-05-30 Mark Lewis , Fred Glover

A Hamiltonian algorithm, both theoretical and numerical, to obtain the reduced equations implementing Pontryagine's Maximum Principle for singular linear-quadratic optimal control problems is presented. This algorithm is inspired on the…

最优化与控制 · 数学 2012-04-13 M. Delgado-Tellez , A. Ibort

We develop a unifying framework for interpolatory $\mathcal{L}_2$-optimal reduced-order modeling for a wide classes of problems ranging from stationary models to parametric dynamical systems. We first show that the framework naturally…

数值分析 · 数学 2023-09-26 Petar Mlinarić , Serkan Gugercin

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

最优化与控制 · 数学 2023-07-04 Antoine Oustry , Matteo Tacchi

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

系统与控制 · 计算机科学 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak