An infinite horizon controller that allows incorporation of input and state constraints in a
receding horizon feedback strategy is developed. For both stable and unstable linear plants …

Receding Horizon Control introduces the essentials of a successful feedback strategy that
has emerged in many industrial fields: the process industries in particular. Receding horizon …

This article considers moving horizon strategies for constrained linear state estimation.
Additional information for estimating state variables from output measurements is often …

The advantages of periodic control have been known since humanity learned to cultivate
crops in rotation to increase production. In more recent times, it has been recognized that …

This is a unified collection of important recent results for the design of robust controllers for
uncertain systems, primarily based on H8 control theory or its stochastic counterpart, risk …

Two well known approaches to nonlinear control involve the use of control Lyapunov
functions (CLFs) and receding horizon control (RHC), also known as model predictive …

We develop the first end-to-end sample complexity of model-free policy gradient (PG)
methods in discrete-time infinite-horizon Kalman filtering. Specifically, we introduce the …

The rational design of process monitoring and control systems requires the solution of
dynamic programs. With a few notable exceptions, dynamic programs are difficult, if not …

Until recently, it was believed that a necessary and sufficient condition for convergence of
the Riccati difference equation of optimal filtering was that the system be both delectable …

In this study, the authors propose a novel adaptive dynamic programming scheme based on
general value iteration (VI) to obtain near optimal control for discrete-time affine non-linear …