no code implementations • 28 Feb 2023 • George Rapakoulias, Panagiotis Tsiotras
Finally, a comparative study is performed in systems of various sizes and steering horizons to illustrate the advantages of the proposed method in terms of computational resources compared to the state of the art.
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.