A continuous-time fundamental lemma and its application in data-driven optimal control
Optimization and Control
2024-07-18 v1
Abstract
Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result, we rigorously derive error bounds for finite-order polynomial approximations of elements of the system behavior. To this end, we leverage a link between latent variables and flat outputs of controllable systems. Combined with a continuous-time counterpart of the fundamental lemma by Willems et al., we characterize the suboptimality resulting from polynomial approximations in data-driven linear-quadratic optimal control problems. Finally, we draw upon a numerical example to illustrate our results.
Keywords
Cite
@article{arxiv.2407.12179,
title = {A continuous-time fundamental lemma and its application in data-driven optimal control},
author = {Philipp Schmitz and Timm Faulwasser and Paolo Rapisarda and Karl Worthmann},
journal= {arXiv preprint arXiv:2407.12179},
year = {2024}
}