2 papers
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…
eess.SY2024
Distributionally Robust LQG control under Distributed Uncertainty
Lucia Falconi, Augusto Ferrante, Mattia Zorzi
A new paradigm is proposed for the robustification of the LQG controller against distributional uncertainties on the noise process. Our controller optimizes the closed-loop perform…