no code implementations • 1 Nov 2022 • Fengjiao Liu, George Rapakoulias, Panagiotis Tsiotras
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon.
no code implementations • 22 Jun 2022 • Fengjiao Liu, Panagiotis Tsiotras
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise.
no code implementations • 9 Dec 2019 • Fengjiao Liu, Lili Wang, Daniel Fullmer, A. Stephen Morse
In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any pre-specified convergence rate using a time-invariant distributed linear control.
