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We propose a novel framework for learning linear time-invariant (LTI) models for a class of continuous-time non-autonomous nonlinear dynamics based on a representation of Koopman operators. In general, the operator is infinite-dimensional…

系统与控制 · 电气工程与系统科学 2022-05-24 Petar Bevanda , Max Beier , Shahab Heshmati-Alamdari , Stefan Sosnowski , Sandra Hirche

It is well-known that linear quadratic regulators (LQR) enjoy guaranteed stability margins, whereas linear quadratic Gaussian regulators (LQG) do not. In this letter, we consider systems and compensators defined over directed acyclic…

系统与控制 · 电气工程与系统科学 2023-05-29 Mruganka Kashyap , Laurent Lessard

Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…

机器人学 · 计算机科学 2024-06-04 Wilson Jallet , Ewen Dantec , Etienne Arlaud , Justin Carpentier , Nicolas Mansard

This paper presents a new framework for controller robustness verification with respect to F-16 aircraft's closed-loop performance in longitudinal flight. We compare the state regulation performance of a linear quadratic regulator (LQR) and…

系统与控制 · 计算机科学 2014-02-04 Abhishek Halder , Kooktae Lee , Raktim Bhattacharya

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

最优化与控制 · 数学 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

机器学习 · 计算机科学 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

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

This paper deals with the problem of adaptive output regulation for multivariable nonlinear systems by presenting a learning-based adaptive internal model-based design strategy. The approach builds on the recently proposed adaptive internal…

系统与控制 · 电气工程与系统科学 2022-10-31 Lorenzo Gentilini , Michelangelo Bin , Lorenzo Marconi

This paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system dynamics, from the perspective of direct data-driven…

系统与控制 · 电气工程与系统科学 2026-03-17 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu

In this paper, we address Linear Quadratic Regulator (LQR) problems through a novel iterative algorithm named EXtremum-seeking Policy iteration LQR (EXP-LQR). The peculiarity of EXP-LQR is that it only needs access to a truncated…

最优化与控制 · 数学 2025-06-13 Guido Carnevale , Nicola Mimmo , Giuseppe Notarstefano

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

系统与控制 · 电气工程与系统科学 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

Data-driven control benefits from rich datasets, but constructing such datasets becomes challenging when gathering data is limited. We consider an offline experiment design approach to gathering data where we design a control input to…

系统与控制 · 电气工程与系统科学 2024-05-22 Sean Anderson , João Pedro Hespanha

This paper presents a linear-programming based algorithm to perform data-driven stabilizing control of linear positive systems. A set of state-input-transition observations is collected up to magnitude-bounded noise. A state feedback…

最优化与控制 · 数学 2023-03-23 Jared Miller , Tianyu Dai , Mario Sznaier , Bahram Shafai

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

综合数学 · 数学 2007-05-23 Alexander Bolonkin , Robert Sierakowski

In this paper, we study the noise sensitivity of the semidefinite program (SDP) proposed for direct data-driven infinite-horizon linear quadratic regulator (LQR) problem for discrete-time linear time-invariant systems. While this SDP is…

最优化与控制 · 数学 2024-12-30 Xiong Zeng , Laurent Bako , Necmiye Ozay

The Linear Quadratic Regulator (LQR), which is arguably the most classical problem in control theory, was recently related to kernel methods in (Aubin-Frankowski, SICON, 2021) for finite dimensional systems. We show that this result extends…

最优化与控制 · 数学 2022-10-12 Pierre-Cyril Aubin-Frankowski , Alain Bensoussan

A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…

最优化与控制 · 数学 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui

Linear quadratic Gaussian (LQG) control is a well-established method for optimal control through state estimation, particularly in stabilizing an inverted pendulum on a cart. In standard laboratory setups, sensor redundancy enables direct…

系统与控制 · 电气工程与系统科学 2026-05-19 Daniel Engelsman , Itzik Klein

This paper revisits the classical Linear Quadratic Gaussian (LQG) control from a modern optimization perspective. We analyze two aspects of the optimization landscape of the LQG problem: 1) connectivity of the set of stabilizing controllers…

最优化与控制 · 数学 2021-02-09 Yang Zheng , Yujie Tang , Na Li

This paper is concerned with constructing an optimal controller in the coherent quantum Linear Quadratic Gaussian problem. A coherent quantum controller is itself a quantum system and is required to be physically realizable. The use of…

量子物理 · 物理学 2012-05-21 Igor G. Vladimirov , Ian R. Petersen