no code implementations • 25 Mar 2024 • Arunava Naha, Subhrakanti Dey
In this paper, we investigate a model-free optimal control design that minimizes an infinite horizon average expected quadratic cost of states and control actions subject to a probabilistic risk or chance constraint using input-output data.
no code implementations • 25 May 2023 • Arunava Naha, Subhrakanti Dey
Two strategies are employed to manage the probabilistic constraint in scenarios of known and unknown system models.
no code implementations • 5 Jan 2021 • Arunava Naha, Andre Teixeira, Anders Ahlen, Subhrakanti Dey
An independent and identically distributed watermarking signal is added to the optimal linear quadratic Gaussian (LQG) control inputs, and a cumulative sum (CUSUM) test is carried out using the joint distribution of the innovation signal and the watermarking signal for quickest attack detection.
Optimization and Control