3 papers
eess.SY2026
Distributed adaptive estimation for stochastic large regression models
Die Gan, Siyu Xie, Zhixin Liu +1
This paper studies the distributed adaptiveestimation problems for stochastic large regression modelswith an infinite number of parameters. By constructing a re-cursive local cost…
math.OC2026
Policy Optimization in the Linear Quadratic Gaussian Problem: A Frequency Domain Perspective
Haoran Li, Xun Li, Yuan-Hua Ni +1
The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems…
math.OC2024
Two-Timescale Optimization Framework for Sparse-Feedback Linear-Quadratic Optimal Control
Lechen Feng, Yuan-Hua Ni, Xuebo Zhang
A -guaranteed sparse-feedback linear-quadratic (LQ) optimal control with convex parameterization and convex-bounded uncertainty is studied in this paper, where $\ell…