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We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

This paper addresses the data-driven structured controller design problem for continuous-time linear time-invariant (LTI) systems. We consider three control objectives, including stabilization, $H_2$ performance, and $H_\infty$ performance.…

Optimization and Control · Mathematics 2026-01-29 Zhaohua Yang , Yuxing Zhong , Ling Shi

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Output regulation is a fundamental problem in control theory, extensively studied since the 1970s. Traditionally, research has primarily addressed scenarios where the system model is explicitly known, leaving the problem in the absence of a…

Systems and Control · Electrical Eng. & Systems 2025-05-15 Wenjie Liu , Yifei Li , Jian Sun , Gang Wang , Keyou You , Lihua Xie , Jie Chen

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…

Optimization and Control · Mathematics 2021-09-13 Gianluca Bianchin , Jorge Cortes , Jorge I. Poveda , Emiliano Dall'Anese

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Alexandros Tanzanakis , John Lygeros

This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Marco Borghesi , Lorenzo Sforni , Giuseppe Notarstefano

In this paper, we provide a direct data-driven approach to synthesize safety controllers for unknown linear systems affected by unknown-but-bounded disturbances, in which identifying the unknown model is not required. First, we propose a…

Systems and Control · Electrical Eng. & Systems 2023-01-16 Bingzhuo Zhong , Majid Zamani , Marco Caccamo

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

We establish data-driven versions of the System Level Synthesis (SLS) parameterization of achievable closed-loop system responses for a linear-time-invariant system over a finite-horizon. Inspired by recent work in data-driven control that…

Optimization and Control · Mathematics 2021-03-09 Anton Xue , Nikolai Matni

In this paper, we develop a computationally-efficient approach to minimum-time trajectory optimization using input-output data-based models, to produce an end-to-end data-to-control solution to time-optimal planning/control of dynamic…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Nan Li , Ehsan Taheri , Ilya Kolmanovsky , Dimitar Filev

Data-driven controllers design is an important research problem, in particular when data is corrupted by the noise. In this paper, we propose a data-driven min-max model predictive control (MPC) scheme using noisy input-state data for…

Systems and Control · Electrical Eng. & Systems 2025-01-31 Yifan Xie , Julian Berberich , Frank Allgöwer

We consider the problem of controlling a known linear dynamical system under stochastic noise, adversarially chosen costs, and bandit feedback. Unlike the full feedback setting where the entire cost function is revealed after each decision,…

Machine Learning · Computer Science 2020-07-03 Asaf Cassel , Tomer Koren

This paper introduces a systematic method for designing robust linear controllers using output feedback in the presence of operational constraints. The design uses Nagumo's Theorem and the Comparison Lemma to guarantee constraint…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Marcel Menner , Heather Hussain , Eugene Lavretsky

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

Data-driven control offers a powerful alternative to traditional model-based methods, particularly when accurate system models are unavailable or prohibitively complex. While existing data-driven control methods primarily aim to construct…

Systems and Control · Electrical Eng. & Systems 2026-01-12 Janina Schaa , Thomas Berger

Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems' fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures. In…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Andrea Iannelli , Roy S. Smith