Minimum attention stochastic control with homotopy optimization

A method of designing control inputs for tracking problems when models considered in the form of stochastic differential equations is proposed. Using the ideas of control vector parameterization, the control input identification problem is formulated as a parameter identification problem, which is solved using homotopy optimization. To further obtain a control with the least number of switchings, i.e., minimum attention control, a sparse recovery framework is developed. The accuracy of the proposed methods is demonstrated with the help of a linear second-order system and a non-linear quadruple tank system.