Dr Igor Vladimirov
Areas of expertise
- Calculus Of Variations, Systems Theory And Control Theory 010203
- Stochastic Analysis And Modelling 010406
- Statistical Mechanics, Physical Combinatorics And Mathematical Aspects Of Condensed Matter 010506
Research interests
My research interests are concerned mainly with the mathematical systems theory, particularly with stochastic dynamics and applications to stochastic robust control and quantum stochastic control. I also published on probability theoretic aspects of spatial discretization effects in dynamical systems, statistical mechanical lattice models of interacting particle systems and multiscale transport phenomena.
Biography
I received M.Sc. degree in Control Systems in 1989 and Ph.D. degree in Physics and Mathematics (with specialization in Mathematical Cybernetics) in 1992, from the Department of Control and Applied Mathematics of the Moscow Institute (State University) of Physics and Technology (MIPT), Russia. I was a Senior Research Associate at the State Research Institute of Aviation Systems in 1993–1997 and the Institute for Information Transmission Problems, the Russian Academy of Sciences, Moscow, in 1994–2007, working in the areas of applied Kalman filtering, stochastic robust control, hysteresis systems and spatial discretizations of dynamical systems. From 1997 to 2008, I held research academic positions of Research Officer, Research Fellow and Senior Research Fellow at the Mathematics Department and School of Engineering at the University of Queensland, Brisbane, Australia, working under support of the Australian Research Council in the above areas and also in stochastic modelling of econometric time series, lattice models of statistical mechanics and transport phenomena in random media. In 2000, I was a visiting research fellow at the School of Mathematical Sciences, Queen Mary University of London, working on p-adic analysis of Hamiltonian roundoff. From 2009 to 2016, I was a Senior Research Fellow at UNSW Canberra, doing research in the areas of quantum and stochastic control. In 2013, I was awarded B.N.Petrov prize of the Russian Academy of Sciences for my works on the anisotropy-based theory of stochastic robust filtering and control.
Past student projects
ENGN4200 project ``Parameter Estimation and Abrupt Changes Detection in Multivariable Autoregressive Models'' by Xinting (Alex) Wu in 2019-2020 (jointly supervised with Prof. Ian R. Petersen)
PhD project ``Coherent Quantum Control Design and Robust Performance Analysis for Linear Quantum Stochastic Systems and Networks'' by Arash Khodaparastsichani in 2013-2016 at UNSW Canberra (jointly supervised with Prof. Ian R. Petersen)
Publications
- Vladimirov, I & Petersen, I 2019, 'Dissipative linear stochastic Hamiltonian systems', 2018 Australian and New Zealand Control Conference, ANZCC 2018, IEEE, Piscataway, United States, pp. 227-232.
- Vladimirov, I, Petersen, I & James, M 2018, 'Multi-point Gaussian states, quadratic-exponential cost functionals, and large deviations estimates for linear quantum stochastic systems', Applied Mathematics and Optimization, vol. 83, 2021, pp. 83–137.
- Sichani (Khodaparastsichani), A, Vladimirov, I & Petersen, I 2017, 'A numerical approach to optimal coherent quantum LQG controller design using gradient descent', Automatica, vol. 85, pp. 314-326.
- Vladimirov, I 2017, 'A phase-space formulation and Gaussian approximation of the filtering equations for nonlinear quantum stochastic systems', Control Theory and Technology, vol. 15, no. 3, pp. 177-192.
- Vladimirov, I & Petersen, I 2016, 'Directly coupled observers for quantum harmonic oscillators with discounted mean square cost functionals and penalized back-action', 2016 IEEE Conference on Norbert Wiener in the 21st Century, 21CW 2016, IEEE, pp. 78-83.
- Vladimirov, I 2016, 'A Phase-space formulation of the Belavkin-Kushner-Stratonovich filtering equation for nonlinear quantum stochastic systems', IEEE Conference on Norbert Wiener in the 21st Century (21CW), IEEE, Piscataway, NJ, pp. 84-89.
- Sichani (Khodaparastsichani), A, Petersen, I & Vladimirov, I 2015, 'Parameterization of stabilizing linear coherent quantum controllers', Asian Control Conference, ASCC 2015, IEEE, 6 pp.
- Sichani (Khodaparastsichani), A, Vladimirov, I & Petersen, I 2015, 'A gradient descent approach to optimal coherent quantum LQG controller design', 2015 American Control Conference, ACC 2015, IEEE, pp. 1487-1492.
- Sichani (Khodaparastsichani), A, Vladimirov, I & Petersen, I 2015, 'Covariance dynamics and entanglement in translation invariant linear quantum stochastic networks', 54th Conference on Decision and Control CDC 2015, IEEE, Osaka, pp. 7107-7112.
- Sichani (Khodaparastsichani), A, Vladimirov, I & Petersen, I 2015, 'Decentralized coherent quantum control design for translation invariant linear quantum stochastic networks with direct coupling', Australian Control Conference (AUCC 2015), Engineers Australia, pp. 312-317.
- Vladimirov, I & Petersen, I 2015, 'State distributions and minimum relative entropy noise sequences in uncertain stochastic systems: the discrete-time case', SIAM Journal on Control and Optimization, vol. 53, no. 3, pp. 1107-1153.
- Vladimirov, I 2015, 'A stochastic density matrix approach to approximation of probability distributions and its application to nonlinear systems', IEEE Conference on Control and Applications, CCA 2015, IEEE, pp. 1090-1095.
- Vladimirov, I 2015, 'A transverse Hamiltonian variational technique for open quantum stochastic systems and its application to coherent quantum control', IEEE Conference on Control and Applications, CCA 2015, IEEE, pp. 29 -34.
- Vladimirov, I 2015, 'Weyl variations and local sufficiency of linear observers in the mean square optimal coherent quantum filtering problem', Australian Control Conference (AUCC 2015), Engineers Australia, Australia, pp. 93-98.
- Sichani (Khodaparastsichani), A, Vladimirov, I & Petersen, I 2014, 'Robust mean square stability of open quantum stochastic systems with Hamiltonian perturbations in a Weyl quantization form', 4th Australian Control Conference, AUCC 2014, Engineers Australia, pp. 83-88.
- Vladimirov, I & Petersen, I 2014, 'Physical realizability and mean square performance of translation invariant networks of interacting linear quantum stochastic systems', 21st International Symposium on Mathematical Theory of Networks and Systems, MTNS, The Netherlands, pp. 1881-1888.
- Vladimirov, I 2014, 'A quantum mechanical version of Price's theorem for Gaussian states', 4th Australian Control Conference, AUCC 2014, Engineers Australia, pp. 118-123.
- Vladimirov, I & Petersen, I 2013, 'A quasi-separation principle and Newton-like scheme for coherent quantum LQG control', Systems and Control Letters, vol. 62, no. 7, pp. 550-559.
- Vladimirov, I & Petersen, I 2013, 'Coherent quantum filtering for physically realizable linear quantum plants', European Control Conference, ECC 2013, IEEE, Zurich, pp. 2717-2723.
- Vladimirov, I 2013, 'The monomer-dimer problem and moment Lyapunov exponents of homogeneous Gaussian random fields', Discrete and Continuous Dynamical Systems - Series B, vol. 18, no. 2, pp. 575-600.
- Kallapur, A, Vladimirov, I & Petersen, I 2012, 'Robust filtering for continuous-time uncertain nonlinear systems with an integral quadratic constraint', American Control Conference ACC 2012, Institute of Electrical and Electronics Engineers (IEEE Inc), Piscataway USA, pp. 4807-4812.
- Vladimirov, I & Petersen, I 2012, 'Characterization and moment stability analysis of quasilinear quantum stochastic systems with quadratic coupling to external fields', IEEE Conference on Decision and Control (CDC 2012), Institute of Electrical and Electronics Engineers (IEEE Inc), Maui USA, pp. 1691-1696.
- Vladimirov, I & Petersen, I 2012, 'Gaussian stochastic linearization for open quantum systems using quadratic approximation of Hamiltonians', International Symposium on Mathematical Theory of Networks and Systems (MTNS 2012), Springer, Online, pp. 1-8.
- Vladimirov, I & Petersen, I 2012, 'Risk-sensitive dissipativity of linear quantum stochastic systems under Lur'e type perturbations of Hamiltonians', Australian Control Conference (AUCC 2012), Institute of Electrical and Electronics Engineers (IEEE Inc), Barton ACT, pp. 247-252.
- Kallapur, A, Vladimirov, I & Petersen, I 2011, 'Robust filtering for uncertain nonlinear systems satisfying a sum quadratic constraint', 18th IFAC World Congress, 2011, International Federation of Automatic Control (IFAC), Milano, pp. 1-7.
- Maximov, E, Kurdyukov, A & Vladimirov, I 2011, 'Anisotropic norm bounded real lemma for linear discrete time varying systems', IFAC World Congress 2011, International Federation of Automatic Control (IFAC), Milano, pp. 4701-4706.
- Vladimirov, I & Petersen, I 2011, 'A dynamic programming approach to finite-horizon coherent quantum LQG control', Australian Control Conference (AUCC 2011), Engineers Australia, Australia, pp. 357-362.
- Vladimirov, I & Petersen, I 2011, 'A quasi-separation principle and Newton-like scheme for coherent quantum LQG control', 18th IFAC World Congress, 2011, International Federation of Automatic Control (IFAC), Milano, pp. 4721-4727.
- Vladimirov, I & Petersen, I 2010, 'Minimum relative entropy state transitions in discrete time systems with statistically uncertain noise', 49th IEEE Conference on Decision and Control (CDC 2010), ed. M. W. Spong, Curran Associates, Inc., Red Hook, New York, United States, pp. 5314-5320.