相关论文: Algebraic Riccati Tensor Equations with Applicatio…
In this paper, we provide a system theoretic treatment of a new class of multilinear time-invariant (MLTI) systems in which the states, inputs and outputs are tensors, and the system evolution is governed by multilinear operators. The MLTI…
The control algebraic Riccati equation is studied for a class of systems with unbounded control and observation operators. Using a dichotomy property of the associated Hamiltonian operator matrix, two invariant graph subspaces are…
In biological and engineering systems, structure, function and dynamics are highly coupled. Such interactions can be naturally and compactly captured via tensor based state space dynamic representations. However, such representations are…
We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…
In this paper, we explore the role of tensor algebra in balanced truncation (BT) based model reduction/identification for high-dimensional multilinear/linear time invariant systems. In particular, we employ tensor train decomposition (TTD),…
This paper proposes a novel lifting method which converts the standard discrete-time linear periodic system to an augmented linear time-invariant system. The linear quadratic optimal control is then based on the solution of the…
We give a rank characterization of the solution set of algebraic Riccati inequality (ARI) for both controllable and uncontrollable systems. Assuming an existence of a solution of the corresponding algebraic Riccati equation (ARE), we…
We are concerned with efficient numerical methods for stochastic continuous-time algebraic Riccati equations (SCARE). Such equations frequently arise from the state-dependent Riccati equation approach which is perhaps the only systematic…
We introduce the tensor numerical method for solution of the $d$-dimensional optimal control problems with fractional Laplacian type operators in constraints discretized on large $n^{\otimes d}$ tensor-product Cartesian grids. The approach…
Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…
In this paper we first consider a linear time invariant systems with almost periodic forcing term. We propose a new deterministic quadratic control problem, motivated by Da-Prato. With the help of associated degenerate Riccati equation we…
An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant…
In this paper, we extend the eigenvalue method of the algebraic Riccati equation to the differential Riccati equation (DRE) in contraction analysis. One of the main results is showing that solutions to the DRE can be expressed as functions…
Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…
In this paper, we propose a new Robust Nonlinear Quadratic Gaussian (RNQG) controller based on State-Dependent Riccati Equation (SDRE) scheme for continuous-time nonlinear systems. Existing controllers do not account for combined noise and…
Algebraic Riccati equations (AREs) have been extensively applicable in linear optimal control problems and many efficient numerical methods were developed. The most attention of numerical solutions is the (almost) stabilizing solution in…
The current paper presents a new approach to multilinear dynamical systems analysis and control. The approach is based upon recent developments in tensor decompositions and a newly defined algebra of circulants. In particular, it is shown…
In this paper, we propose a method for estimating the algebraic Riccati equation (ARE) with respect to an unknown discrete-time system from the system state and input observation. The inverse optimal control (IOC) problem asks, ``What…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…