Discrete-time optimal covariance steering via semidefinite programming

G Rapakoulias, P Tsiotras - 2023 62nd IEEE Conference on …, 2023‏ - ieeexplore.ieee.org
This paper addresses the optimal covariance steering problem for stochastic discrete-time
linear systems subject to probabilistic state and control constraints. A method is presented to …

[PDF][PDF] Sequential Chance-Constrained Covariance Steering for Robust Cislunar Trajectory Design under Uncertainties

N Kumagai, K Oguri - AAS/AIAA Astrodynamics Specialist …, 2024‏ - researchgate.net
Operations in space are influenced by uncertainties such as dynamics modeling, navigation,
and maneuver execution errors. Although mission design has traditionally incorporated …

Data-driven covariance steering control design

J Pilipovsky, P Tsiotras - 2023 62nd IEEE Conference on …, 2023‏ - ieeexplore.ieee.org
This paper studies the problem of steering the distribution of a linear time-invariant system
from an initial normal distribution to a terminal normal distribution under no knowledge of the …

Optimal covariance steering for continuous-time linear stochastic systems with multiplicative noise

F Liu, P Tsiotras - IEEE Transactions on Automatic Control, 2024‏ - ieeexplore.ieee.org
In this article, we study the finite-horizon optimal covariance steering problem for a
continuous-time linear stochastic system subject to both additive and multiplicative noise …