10 papers
Continuous-Time Covariance Steering with Common Free-Final Time: Finite-Horizon Solutions and Infinite-Horizon Limits
Akan Selim, Fengjiao Liu, Siddhartha Ganguly +1
This article studies the optimal common free-final time problem for steering the state covariance of a continuous-time stochastic linear system between prescribed initial and termi…
Lifted Schrödinger Bridges for Gaussian Mixture Endpoints: Projection Gaps and Path-Space Obstructions
Siddhartha Ganguly, George Rapakoulias, Panagiotis Tsiotras
We study stochastic density control between Gaussian-mixture endpoint distributions under Brownian prior dynamics. Since the direct Schrödinger bridge between Gaussian mixtures is…
OT-DETECT: Optimal Transport-Driven Attack Detection in Cyber-Physical Systems
Souvik Das, Siddhartha Ganguly
This letter presents an optimal-transport (OT)-driven, distributionally robust attack detection algorithm, OT-DETECT, for cyber-physical systems (CPS) modeled as partially observed…
Unbalanced Optimal Transport and Density Control for Discrete-Time Linear Systems
Haruto Nakashima, Siddhartha Ganguly, Kenji Kashima
This article studies unbalanced optimal transport (UOT) and its dynamical extension, unbalanced density control (UDC), for a class of constrained discrete-time linear systems. UOT…
Globally Solving Unbalanced Optimal Transport and Density Control for Gaussian Distributions
Haruto Nakashima, Siddhartha Ganguly, Kenji Kashima
In this article, we study unbalanced optimal transport (UOT) and establish a control-theoretic dynamical extension, which we call the unbalanced density control (UDC), for a class…
Covariance Steering of Discrete-Time Markov Jump Linear Systems with Multiplicative Noise
Fangji Wang, Siddhartha Ganguly, Panagiotis Tsiotras
We study a finite-horizon covariance steering problem for discrete-time Markov jump linear systems (MJLS) with both state- and control-dependent multiplicative noise. The objective…