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This paper explores the role of regularization in data-driven predictive control (DDPC) through the lens of convex relaxation. Using a bi-level optimization framework, we model system identification as an inner problem and predictive…

Optimization and Control · Mathematics 2026-04-17 Xu Shang , Yang Zheng

The linear quadratic regulator (LQR) problem is a cornerstone of automatic control, and it has been widely studied in the data-driven setting. The various data-driven approaches can be classified as indirect (i.e., based on an identified…

Optimization and Control · Mathematics 2021-09-15 Florian Dörfler , Pietro Tesi , Claudio De Persis

Data-driven predictive control (DPC), using linear combinations of recorded trajectory data, has recently emerged as a popular alternative to traditional model predictive control (MPC). Without an explicitly enforced prediction model, the…

Systems and Control · Electrical Eng. & Systems 2025-03-31 Manuel Klädtke , Moritz Schulze Darup

Dynamical models identified from data are frequently employed in control system design. However, decoupling system identification from controller synthesis can result in situations where no suitable controller exists after a model has been…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Sampath Kumar Mulagaleti , Alberto Bemporad

Data-driven and adaptive control approaches face the problem of introducing sudden distributional shifts beyond the distribution of data encountered during learning. Therefore, they are prone to invalidating the very assumptions used in…

Systems and Control · Electrical Eng. & Systems 2025-08-25 Mohammad Ramadan , Evan Toler , Mihai Anitescu

In recent years, the so-called `direct data-driven control' has been a topic of intense research, and it is expected that it will become prominent in future complex dynamical systems control. Within this framework, regularization not only…

Optimization and Control · Mathematics 2026-04-28 Shuyuan Zhang , Zheming Wang , Raphael M. Jungers

Non-parametric representations of dynamical systems based on the image of a Hankel matrix of data are extensively used for data-driven control. However, if samples of data are missing, obtaining such representations becomes a difficult…

Systems and Control · Electrical Eng. & Systems 2024-07-09 Mohammad Alsalti , Ivan Markovsky , Victor G. Lopez , Matthias A. Müller

The fundamental lemma by Willems and coauthors facilitates a parameterization of all trajectories of a linear time-invariant system in terms of a single, measured one. This result plays an important role in data-driven simulation and…

Optimization and Control · Mathematics 2022-05-16 Jeremy Coulson , Henk van Waarde , Florian Dörfler

The goal of this article is to study fundamental mechanisms behind so-called indirect and direct data-driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two…

Systems and Control · Electrical Eng. & Systems 2024-04-30 Bowen Song , Andrea Iannelli

Recently, several direct Data-Driven Predictive Control (DDPC) methods have been proposed, advocating the possibility of designing predictive controllers from historical input-output trajectories without the need to identify a model. In…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Per Mattsson , Fabio Bonassi , Valentina Breschi , Thomas B. Schön

We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key contribution is a control-theoretic regularizer for dynamics fitting rooted in the notion of…

Optimization and Control · Mathematics 2019-08-01 Sumeet Singh , Spencer M. Richards , Vikas Sindhwani , Jean-Jacques E. Slotine , Marco Pavone

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Optimization and Control · Mathematics 2021-09-08 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

This paper studies the problem of identifying low-order linear systems via Hankel nuclear norm regularization. Hankel regularization encourages the low-rankness of the Hankel matrix, which maps to the low-orderness of the system. We provide…

Machine Learning · Statistics 2022-04-01 Yue Sun , Samet Oymak , Maryam Fazel

We propose a new method for controlling linear dynamical systems under adversarial disturbances and cost functions. Our algorithm achieves a running time that scales polylogarithmically with the inverse of the stability margin, improving…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Anand Brahmbhatt , Gon Buzaglo , Sofiia Druchyna , Elad Hazan

Low-order linear System IDentification (SysID) addresses the challenge of estimating the parameters of a linear dynamical system from finite samples of observations and control inputs with minimal state representation. Traditional…

Systems and Control · Electrical Eng. & Systems 2025-06-05 Uday Kiran Reddy Tadipatri , Benjamin D. Haeffele , Joshua Agterberg , Ingvar Ziemann , René Vidal

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

Predictive control, which is based on a model of the system to compute the applied input optimizing the future system behavior, is by now widely used. If the nominal models are not given or are very uncertain, data-driven model predictive…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Hoang Hai Nguyen , Maurice Friedel , Rolf Findeisen

In this paper we investigate data-driven predictive control of discrete-time linear descriptor systems. Specifically, we give a tailored variant of Willems' fundamental lemma, which shows that for descriptor systems the non-parametric…

Optimization and Control · Mathematics 2022-02-17 Philipp Schmitz , Timm Faulwasser , Karl Worthmann

This paper proposes a novel method for designing finite-horizon discrete-valued switching signals in linear switched systems based on discreteness-promoting regularization. The inherent combinatorial optimization problem is reformulated as…

Optimization and Control · Mathematics 2025-05-06 Masaaki Nagahara , Takuya Ikeda , Ritsuki Hoshimoto
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