UROP Project
Covariance Control for Stochastic Systems
control theory, uncertainty quantification
Research Mentor: Fengjiao Liu, She/her
Department, College, Affiliation: Electrical and Computer Engineering, FAMU-FSU College of Engineering
Contact Email: fliu@eng.famu.fsu.edu
Research Assistant Supervisor (if different from mentor): Yixiao Zhang He/his
Research Assistant Supervisor Email: yz24l@fsu.edu
Faculty Collaborators:
Faculty Collaborators Email:
Department, College, Affiliation: Electrical and Computer Engineering, FAMU-FSU College of Engineering
Contact Email: fliu@eng.famu.fsu.edu
Research Assistant Supervisor (if different from mentor): Yixiao Zhang He/his
Research Assistant Supervisor Email: yz24l@fsu.edu
Faculty Collaborators:
Faculty Collaborators Email:
Looking for Research Assistants: Yes
Number of Research Assistants: 2
Relevant Majors: Computer Science, Electrical and Computer Engineering, Mathematics, Statistics, Data Science, Mechanical Engineering, Industrial & Manufacturing Engineering
Project Location: The location is flexible, we can discuss on Zoom or on Engineering campus, or occasionally on FSU main campus
Research Assistant Transportation Required: No, the project is remote Remote or In-person: Fully Remote
Approximate Weekly Hours: 6 hours per week, Flexible schedule (Combination of business and outside of business. TBD between student and research mentor.)
Roundtable Times and Zoom Link:
Not participating in the roundtable
Number of Research Assistants: 2
Relevant Majors: Computer Science, Electrical and Computer Engineering, Mathematics, Statistics, Data Science, Mechanical Engineering, Industrial & Manufacturing Engineering
Project Location: The location is flexible, we can discuss on Zoom or on Engineering campus, or occasionally on FSU main campus
Research Assistant Transportation Required: No, the project is remote Remote or In-person: Fully Remote
Approximate Weekly Hours: 6 hours per week, Flexible schedule (Combination of business and outside of business. TBD between student and research mentor.)
Roundtable Times and Zoom Link:
Not participating in the roundtable
Project Description
Covariance control is one way to quantify the uncertainty in dynamical systems and has applications in trajectory planning. This project aims to control the covariance matrix of the state vector in stochastic dynamical systems from a given initial state covariance to a desired target state covariance over a finite time horizon, while minimizing a quadratic cost function such as control energy. There are two separate objectives of this project:1. For a linear stochastic system, design an optimal control law for covariance steering with partial constraint on the target state covariance.
2. For a hybrid stochastic system whose dynamics involve a combination of continuous evolution and discrete transitions, design an optimal control law for covariance steering.
Research Tasks: literature review, problem formulation, mathematical analysis and proof, coding and simulation.
Skills that research assistant(s) may need: Required: a good mathematical background, coding and programming skills.
Recommended: knowledge on ordinary differential equations, linear algebra, real analysis, probability, stochastic process, and control theory.