Time-changed linear quadratic regulators

Andrew Lamperski, Noah J. Cowan

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Scopus citations


Many control methods implicitly depend on the assumption that time is accurately known. For example, the finite-horizon linear quadratic regulator is a linear policy with time-varying gains. Such policies may be infeasible for controllers without accurate clocks, such as the motor systems in humans and other animals, since gains would be applied at incorrect times. Little appears to be known, however, about control with imperfect timing. This paper gives a solution to the linear quadratic regulator problem in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing Lévy process. The optimal controller is linear and can be computed from a generalization of the classical Riccati differential equation.

Original languageEnglish (US)
Title of host publication2013 European Control Conference, ECC 2013
PublisherIEEE Computer Society
Number of pages6
ISBN (Print)9783033039629
StatePublished - 2013
Event2013 12th European Control Conference, ECC 2013 - Zurich, Switzerland
Duration: Jul 17 2013Jul 19 2013

Publication series

Name2013 European Control Conference, ECC 2013


Other2013 12th European Control Conference, ECC 2013


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