English

Formulas for Data-driven Control: Stabilization, Optimality and Robustness

Systems and Control 2019-09-10 v3 Optimization and Control

Abstract

In a paper by Willems and coauthors it was shown that persistently exciting data can be used to represent the input-output behavior of a linear system. Based on this fundamental result, we derive a parametrization of linear feedback systems that paves the way to solve important control problems using data-dependent Linear Matrix Inequalities only. The result is remarkable in that no explicit system's matrices identification is required. The examples of control problems we solve include the state and output feedback stabilization, and the linear quadratic regulation problem. We also discuss robustness to noise-corrupted measurements and show how the approach can be used to stabilize unstable equilibria of nonlinear systems.

Keywords

Cite

@article{arxiv.1903.06842,
  title  = {Formulas for Data-driven Control: Stabilization, Optimality and Robustness},
  author = {Claudio De Persis and Pietro Tesi},
  journal= {arXiv preprint arXiv:1903.06842},
  year   = {2019}
}

Comments

Revised version of the paper "On Persistency of Excitation and Formulas for Data-driven Control". Abridged version to appear in the 58th IEEE Conference on Decision and Control, Nice, France, 2019. First submitted on 15 March 2019