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arXiv · 2603.29753

Generalizing Output-Feedback Covariance Steering to Incorporate Non-Orthogonal Estimation Errors

Daniel C. Qi·Kenshiro Oguri
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Abstract

This paper addresses the problem of steering a state distribution over a finite horizon in discrete time with output feedback. The incorporation of output feedback introduces additional challenges arising from the statistical coupling between the true state distribution and the corresponding filtered state distribution. In particular, this paper extends existing covariance steering formulations to scenarios in which estimation errors are not orthogonal to the state estimates. This paper presents a sequential convex programming framework with rank constraints to solve this more general covariance steering with output feedback problem. The proposed approach is validated through numerical examples and Monte Carlo simulations, including cases with non-orthogonal estimation errors that prior techniques cannot address.

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Daniel C. Qi, Kenshiro Oguri. 2026-03-31. Generalizing Output-Feedback Covariance Steering to Incorporate Non-Orthogonal Estimation Errors. https://arxiv.org/abs/2603.29753

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