Search arXiv⌕ Search

arXiv · 2610.05724

Data-driven control of linear systems using quantized data

Abstract

This paper studies data-driven stabilization of unknown discrete-time linear systems using only quantized state measurements that take values in finite sets. The proposed approach consists of two stages. In the controller design stage, we collect quantized data while maintaining a prescribed quantization error bound and use them to formulate a semidefinite program (SDP). We establish a verifiable condition under which any feasible solution to the SDP yields a stabilizing feedback gain, and show that a stabilizing gain can always be obtained when the quantization error is sufficiently small. In the stabilization stage, a Lyapunov-based quantizer update rule is developed to guarantee exponential convergence under quantized state feedback. As a key feature, the number of quantization cells remains finite in both stages and constant during stabilization. Simulation results illustrate the effectiveness of the proposed approach.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Zhenghao Li, Guosong Yang. 2026-10-05. Data-driven control of linear systems using quantized data. https://arxiv.org/abs/2610.05724

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Constrained portfolio game with heterogeneous agents

We investigate stochastic utility maximization games under relative performance concerns in both finite-agent and infinite-agent (graphon) settings. An incomplete market model is considered where agents with power (CRRA) utility functions trade in a common risk-free bond and individual stocks driven by both common and idiosyncratic noise. The Nash equilibrium for both settings is characterized by forward-backward stochastic differential equations (FBSDEs) with a quadratic growth generator, where the solution of the graphon game leads to a novel form of infinite-dimensional McKean-Vlasov FBSDEs. Under mild conditions, we prove the existence of Nash equilibrium for both the graphon game and the $n$-agent game without common noise. Furthermore, we establish a convergence result showing that, with modest assumptions on the sensitivity matrix, as the number of agents increases, the Nash equilibrium and associated equilibrium value of the finite-agent game converge to those of the graphon game.

math.OC↗

A Model-Based Derivative-Free Optimization Algorithm for Partially Separable Problems

We propose UPOQA, a derivative-free optimization algorithm for partially separable unconstrained problems, leveraging quadratic interpolation and a structured trust-region framework. By decomposing the objective into element functions, UPOQA constructs underdetermined element models and solves subproblems efficiently via a modified projected gradient method. Innovations include an approximate projection operator for structured trust regions, improved management of elemental radii and models, a starting point search mechanism, and support for hybrid black-white-box optimization, etc. Numerical experiments on 85 CUTEst problems demonstrate that \texttt{UPOQA} can significantly reduce the number of function evaluations. To quantify the impact of exploiting partial separability, we introduce the speed-up profile to further evaluate the acceleration effect. Results show that the speed-up of UPOQA over baselines is less significant in low-precision scenarios but becomes more pronounced in high-precision scenarios. Applications to quantum variational problems further validate its practical utility.

math.OC↗

Convergence Analysis of Noisy Distributed Gradient Descent for Non-convex Optimization -- Saddle Point Escape

This paper studies noisy distributed gradient descent (\textbf{NDGD}) for smooth non-convex finite-sum optimization over networks. Random perturbations enable saddle-point escape while preserving distributed implementation and consensus. Under suitable regularity conditions, \textbf{NDGD} converges with high probability to a neighborhood of a common local minimizer. Its convergence complexity is comparable to centralized first-order saddle-point escape methods, reducing exponential dependence on problem dimension to polynomial dependence. Numerical experiments demonstrate improved saddle-point escape over standard \textbf{DGD}.

math.OC↗