English

Informativity conditions for data-driven control based on input-state data and polyhedral cross-covariance noise bounds

Optimization and Control 2022-02-21 v1 Systems and Control Systems and Control

Abstract

Modeling and control of dynamical systems rely on measured data, which contains information about the system. Finite data measurements typically lead to a set of system models that are unfalsified, i.e., that explain the data. The problem of data-informativity for stabilization or control with quadratic performance is concerned with the existence of a controller that stabilizes all unfalsified systems or achieves a desired quadratic performance. Recent results in the literature provide informativity conditions for control based on input-state data and ellipsoidal noise bounds, such as energy or magnitude bounds. In this paper, we consider informativity of input-state data for control where noise bounds are defined through the cross-covariance of the noise with respect to an instrumental variable; bounds that were introduced originally as a noise characterization in parameter bounding identification. The considered cross-covariance bounds are defined by a finite number of hyperplanes, which induce a (possibly unbounded) polyhedral set of unfalsified systems. We provide informativity conditions for input-state data with polyhedral cross-covariance bounds for stabilization and H2\mathcal{H}_2/H\mathcal{H}_\infty control through vertex/half-space representations of the polyhedral set of unfalsified systems.

Keywords

Cite

@article{arxiv.2202.09266,
  title  = {Informativity conditions for data-driven control based on input-state data and polyhedral cross-covariance noise bounds},
  author = {Tom R. V. Steentjes and Mircea Lazar and Paul M. J. Van den Hof},
  journal= {arXiv preprint arXiv:2202.09266},
  year   = {2022}
}
R2 v1 2026-06-24T09:44:42.040Z