Related papers: A Data-driven Approach to Robust Control of Multiv…
A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most…
In this paper, we develop a two-stage data-driven approach to address the adjustable robust optimization problem, where the uncertainty set is adjustable to manage infeasibility caused by significant or poorly quantified uncertainties. In…
We propose a convex controller synthesis framework for a large class of constrained linear systems, including those described by (deterministic and stochastic) partial differential equations and integral equations, commonly used in fluid…
This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…
Given one open-loop measured trajectory of a single-input single-output discrete-time linear time-invariant system, we present a framework for data-driven controller design for closed-loop finite-horizon dissipativity. First, we parametrize…
This work is concerned with optimal control of partial differential equations where the control enters the state equation as a coefficient and should take on values only from a given discrete set of values corresponding to available…
Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…
A data-driven computational heuristic is proposed to control MIMO systems without prior knowledge of their dynamics. The heuristic is illustrated on a two-input two-output balance system. It integrates a self-adjusting nonlinear threshold…
Although Koopman operators provide a global linearization for autonomous dynamical systems, nonautonomous systems are not globally linear in the inputs. State (or output) feedback controller design therefore remains nonconvex in typical…
This paper proposes a new robust data-driven control method for linear systems with bounded disturbances, where the system model and disturbances are unknown. Due to disturbances, accurately determining the true system becomes challenging…
This paper examines stochastic optimal control problems in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing L\'evy process. We provide dynamic programming…
This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…
Mathematical optimization is one of the cornerstones of modern engineering research and practice. Yet, throughout all application domains, mathematical optimization is, for the most part, considered to be a numerical discipline.…
A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…
We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a modified problem, whose optimal control is under some…
When optimizing real-time systems, designers often face a challenging problem where the schedulability constraints are non-convex, non-continuous, or lack an analytical form to understand their properties. Although the optimization…
Typically, it is desirable to design a control system that is not only robustly stable in the presence of parametric uncertainties but also guarantees an adequate level of system performance. However, most of the existing methods need to…
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…
This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the…
We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…