相关论文: Derivation and Extensions of the Linear Feedback P…
This paper investigates the optimal control problem for a class of nonlinear fully coupled forward-backward stochastic difference equations (FBS$\Delta$Es). Under the convexity assumption of the control domain, we establish a variational…
Two central problems in modern control theory are the controller design problem: which deals with designing a control law for the dynamical system, and the state estimation problem (observer design problem): which deals with computing an…
The paper studies optimal control problem described by higher order evolution differential inclusions (DFIs) with endpoint and state constraints. In the term of Euler-Lagrange type inclusion is derived sufficient condition of optimality for…
This paper is concerned with optimality and stability analysis of a family of ensemble Kalman filter (EnKF) algorithms. EnKF is commonly used as an alternative to the Kalman filter for high-dimensional problems, where storing the covariance…
Using Bayesian transfer learning, we develop a particle filter approach for tracking a nonlinear dynamical model in a dual-tracking system where intensities of measurement noise for both sensors are asymmetric. The densities for Bayesian…
Two quantum information processing protocols are said to be dual under resource reversal if the resources consumed (generated) in one protocol are generated (consumed) in the other. Previously known examples include the duality between…
We show how particle-vortex duality implies the existence of a large non-abelian discrete symmetry group which relates the electromagnetic response for dual two-dimensional systems in a magnetic field. For conductors with charge carriers…
The universality of the celebrated Kalman filtering can be found in control theory. The Kalman filter has found its striking applications in sophisticated autonomous systems and smart products, which are attributed to its realization in a…
We propose a new algorithm for an adaptive optics system control law, based on the Linear Quadratic Gaussian approach and a Kalman Filter adaptation with localizations. It allows to handle non-stationary behaviors, to obtain performance…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
Bayesian filtering is a well-known problem that aims to estimate plausible states of a dynamical system from observations. Among existing approaches to solve this problem, particle filters are theoretically exact for non-linear dynamics and…
We formulate the discrete-time inverse optimal control problem of inferring unknown parameters in the objective function of an optimal control problem from measurements of optimal states and controls as a nonlinear filtering problem. This…
The composite particle duality extends the notions of both flux attachment and statistical transmutation in spacetime dimensions beyond 2+1D. It constitutes an exact correspondence that can be understood either as a theoretical framework or…
In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…
The filtering of a Markov diffusion process on a manifold from counting process observations leads to `large' changes in the conditional distribution upon an observed event, corresponding to a multiplication of the density by the intensity…
We present a novel approach to control design for nonlinear systems which leverages model-free policy optimization techniques to learn a linearizing controller for a physical plant with unknown dynamics. Feedback linearization is a…
A new graph dual formalism is presented for the analysis of line outages in electricity networks. The dual formalism is based on a consideration of the flows around closed cycles in the network. After some exposition of the theory is…
This note reveals an explicit relationship between two representative finite impulse response (FIR) filters, i.e. the newly derived and popularized Kalman-Like unbiased FIR filter (UFIR) and the receding horizon Kalman FIR filter (RHKF). It…
In this paper we propose a new observability property for nonautonomous linear control systems in finite dimension; the nonuniform complete observability, which is more general than the uniform complete observability. The main result of…
In this document, a nonlinear control law for a grid-tied converter is introduced. The converter topology consists of a voltage source inverter (VSI) linked to the grid through an inductive-capacitive second-order filter, its input being…