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相关论文: Risk-Aware Control of Discrete-Time Stochastic Sys…

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In this paper, we study Stochastic Control Barrier Functions (SCBFs) to enable the design of probabilistic safe real-time controllers in presence of uncertainties and based on noisy measurements. Our goal is to design controllers that bound…

系统与控制 · 电气工程与系统科学 2022-01-03 Shakiba Yaghoubi , Georgios Fainekos , Tomoya Yamaguchi , Danil Prokhorov , Bardh Hoxha

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

This paper proposes a risk-aware control approach to enforce safety for discrete-time nonlinear systems subject to stochastic uncertainties. We derive some useful results on the worst-case Conditional Value-at-Risk (CVaR) and define a…

最优化与控制 · 数学 2023-08-29 Masako Kishida

This paper studies the problem of developing computationally efficient solutions for steering the distribution of the state of a stochastic, linear dynamical system between two boundary Gaussian distributions in the presence of…

系统与控制 · 电气工程与系统科学 2024-03-25 Joshua Pilipovsky , Panagiotis Tsiotras

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum…

最优化与控制 · 数学 2020-09-11 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

This paper proposes a safety analysis method that facilitates a tunable balance between the worst-case and risk-neutral perspectives. First, we define a risk-sensitive safe set to specify the degree of safety attained by a stochastic…

系统与控制 · 电气工程与系统科学 2020-07-28 Margaret P. Chapman , Jonathan P. Lacotte , Kevin M. Smith , Insoon Yang , Yuxi Han , Marco Pavone , Claire J. Tomlin

In this paper, we investigate safety-critical control problem of discrete-time stochastic systems with incomplete information, where safety constraints must be enforced using state estimates obtained from noisy measurements. We develop an…

系统与控制 · 电气工程与系统科学 2026-04-15 Jianing Zhao , Zhuoting Cai , Xiang Yin

This paper studies an output feedback stabilization control framework for discrete-time linear systems with stochastic dynamics determined by an independent and identically distributed (i.i.d.) process. The controller is constructed with an…

系统与控制 · 计算机科学 2019-04-11 Yohei Hosoe , Dimitri Peaucelle

This paper presents a safe controller synthesis of discrete-time stochastic systems using Control Barrier Functions (CBFs). The proposed condition allows the design of a safe controller synthesis that ensures system safety while avoiding…

系统与控制 · 电气工程与系统科学 2025-01-17 Sotaro Fushimi , Kenta Hoshino , Yuki Nishimura

Motivated by the recent interest in risk-aware control, we study a continuous-time control synthesis problem to bound the risk that a stochastic linear system violates a given specification. We use risk signal temporal logic as a…

系统与控制 · 电气工程与系统科学 2022-04-12 Sleiman Safaoui , Lars Lindemann , Iman Shames , Tyler H. Summers

We consider optimal signalling and control of discrete-time nonlinear partially observable stochastic systems in state space form. In the first part of the paper, we characterize the operational {\it control-coding capacity}, $C_{FB}$ in…

信息论 · 计算机科学 2024-07-29 Charalambos D. Charalambous , Stelios Louka

When deployed in the real world, safe control methods must be robust to unstructured uncertainties such as modeling error and external disturbances. Typical robust safety methods achieve their guarantees by always assuming that the…

系统与控制 · 电气工程与系统科学 2024-11-05 Ryan K. Cosner , Preston Culbertson , Aaron D. Ames

In this paper, we propose a new model reduction technique for linear stochastic systems that builds upon knowledge filtering and utilizes optimal Kalman filtering techniques. This new technique will reduce the dimension of the noise…

系统与控制 · 电气工程与系统科学 2023-09-18 Maico Hendrikus Wilhelmus Engelaar , Licio Romao , Yulong Gao , Mircea Lazar , Alessandro Abate , Sofie Haesaert

Control Barrier Functions (CBFs) aim to ensure safety by constraining the control input at each time step so that the system state remains within a desired safe region. This paper presents a framework for CBFs in stochastic systems in the…

最优化与控制 · 数学 2020-10-20 Andrew Clark

This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…

系统与控制 · 计算机科学 2018-09-12 Xingkang He , Xiaocheng Zhang , Wenchao Xue , Haitao Fang

Control systems operating in the real world face countless sources of unpredictable uncertainties. These random disturbances can render deterministic guarantees inapplicable and cause catastrophic safety failures. To overcome this, this…

系统与控制 · 电气工程与系统科学 2026-02-10 Pol Mestres , Blake Werner , Ryan K. Cosner , Aaron D. Ames

This paper addresses the challenge of ensuring safety in stochastic control systems with high-relative-degree constraints, while maintaining feasibility and mitigating conservatism in risk evaluation. Control Barrier Functions (CBFs)…

最优化与控制 · 数学 2025-12-08 Shuo Liu , Calin A. Belta

We propose a novel class of risk-aware control barrier functions (RA-CBFs) for the control of stochastic safety-critical systems. Leveraging a result from the stochastic level-crossing literature, we deviate from the martingale theory that…

系统与控制 · 电气工程与系统科学 2023-08-22 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Danil Prokhorov , Dimitra Panagou

State estimation incorporates the feedback in optimization based advanced process control systems and is very important for the performance of model predictive control. We describe the extended Kalman filter, the unscented Kalman filter,…

We consider continuous-time stochastic optimal control problems featuring Conditional Value-at-Risk (CVaR) in the objective. The major difficulty in these problems arises from time-inconsistency, which prevents us from directly using…

最优化与控制 · 数学 2020-05-27 Christopher W. Miller , Insoon Yang
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