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Free, publicly-accessible full text available May 14, 2026
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Yin, Junqi; Liang, Siming; Liu, Siyan; Bao, Feng; Chipilski, Hristo G; Lu, Dan; Zhang, Guannan (, IEEE)Free, publicly-accessible full text available November 17, 2025
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Muhammad_Rafid, Ali Haisam; Yin, Junqi; Geng, Yuwei; Liang, Siming; Bao, Feng; Ju, Lili; Zhang, Guannan (, IEEE)Free, publicly-accessible full text available November 17, 2025
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Liang, Siming; Sun, Hui; Archibald, Richard; Bao, Feng (, Mathematics)This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation component, estimating the controlled system’s state via indirect observations, alongside an efficient stochastic maximum principle-type optimal control solver. By integrating weak convergence techniques for the particle filter with convergence analysis for the stochastic maximum principle control solver, we derive a weak convergence result for the optimization procedure in search of optimal data-driven feedback control. Numerical experiments are performed to validate the theoretical findings.more » « less
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