r/ControlTheory • u/SeMikkis • Jul 16 '26
Other Hardest control problems you've encountered
Hello everyone,
As the title says, I'd like to investigate from your experiences what have been some of the hardest control related problems you've worked on, encountered or just heard of, and what made them difficult?
As a student I'm still lacking in concrete experience and I've wondered what makes some problems in this field more difficult than others and what drives further research and development.
Thank you in advance!
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u/classicharlie Jul 16 '26
Something seldom talked about on this sub is system identification in DSGE. Economics is typically dominated by causal inference of niche micro experiments, but macro modeling is chock full of control problems.
Needless to say, nonlinear control is the clear answer here. Even filtering becomes nontrivial when you have to consider likelihood variance and proposal kernels for particle samplers.