2 papers
eess.SY2026
On the Lyapunov equation with the state matrix in companion form
Augusto Ferrante
We study the continuous-time Lyapunov equation under the assumption that the state matrix is a Hurwitz companion matrix. The standard Lyapunov theory implies that the unique soluti…
math.OC2025
Distributionally Robust LQG with Kullback-Leibler Ambiguity Sets
Marta Fochesato, Lucia Falconi, Mattia Zorzi +2
The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially obs…