1. From Noisy Data to Feedback Controllers
- Author
-
Henk J. van Waarde, M. Kanat Camlibel, Mehran Mesbahi, and Systems, Control and Applied Analysis
- Subjects
0209 industrial biotechnology ,Lemma (mathematics) ,Inequality ,Computer science ,media_common.quotation_subject ,Contrast (statistics) ,Time horizon ,02 engineering and technology ,State (functional analysis) ,Dynamical system ,Computer Science Applications ,Matrix (mathematics) ,020901 industrial engineering & automation ,Quadratic equation ,Control and Systems Engineering ,Control theory ,Electrical and Electronic Engineering ,media_common - Abstract
In this article, we propose a new method to ob-tain feedback controllers of an unknown dynamical systemdirectly from noisy input/state data. The key ingredient ofour design is a new matrix S-lemma that will be proven inthis article. We provide both strict and nonstrict versionsof this S-lemma, which are of interest in their own right.Thereafter, we will apply these results to data-driven con-trol. In particular, we will derive nonconservative designmethods for quadratic stabilization, H2 and H∞ control, allin terms of data-based linear matrix inequalities. In contrastto previous work, the dimensions of our decision variablesare independent of the time horizon of the experiment. Ourapproach, thus, enables control design from large datasets.
- Published
- 2022