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This paper addresses the problem of learning linear dynamical systems from noisy observations. In this setting, existing algorithms either yield biased parameter estimates or have large sample complexities. We resolve these issues by…

Systems and Control · Electrical Eng. & Systems 2025-09-08 Yuyang Zhang , Xinhe Zhang , Jia Liu , Na Li

The data-driven techniques have been developed to deal with the output regulation problem of unknown linear systems by various approaches. In this paper, we first extend an existing algorithm from single-input single-output linear systems…

Optimization and Control · Mathematics 2024-09-17 Liquan Lin , Jie Huang

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…

Optimization and Control · Mathematics 2014-01-03 Andrew Lamperski , Noah J. Cowan

Many systems are subject to periodic disturbances and exhibit repetitive behaviour. Model-based repetitive control employs knowledge of such periodicity to attenuate periodic disturbances and has seen a wide range of successful industrial…

Systems and Control · Electrical Eng. & Systems 2024-08-28 Rogier Dinkla , Tom Oomen , Sebastiaan Mulders , Jan-Willem van Wingerden

Recently proposed data-driven predictive control schemes for LTI systems use non-parametric representations based on the image of a Hankel matrix of previously collected, persistently exciting, input-output data. Persistence of excitation…

Systems and Control · Electrical Eng. & Systems 2024-03-07 Mohammad Alsalti , Manuel Barkey , Victor G. Lopez , Matthias A. Müller

In this paper, we focus on learning a linear time-invariant (LTI) model with low-dimensional latent variables but high-dimensional observations. We provide an algorithm that recovers the high-dimensional features, i.e. column space of the…

Systems and Control · Electrical Eng. & Systems 2024-06-27 Yuyang Zhang , Shahriar Talebi , Na Li

We present a novel direct data-driven algorithm that learns an optimal control policy for the Bilinear Biquadratic Regulator (BBR) for an unknown bilinear system. The BBR is difficult to solve owing to the presence of the nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Shanelle G. Clarke , Omanshu Thapliyal , Inseok Hwang

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…

Dynamical Systems · Mathematics 2024-06-05 Aleksandr Katrutsa , Ivan Oseledets , Sergey Utyuzhnikov

Unlike traditional model-based reinforcement learning approaches that estimate system parameters from data, non-model-based data-driven control learns the optimal policy directly from input-state data without any intermediate model…

Optimization and Control · Mathematics 2026-05-05 Leilei Cui , Zhong-Ping Jiang , Petter N. Kolm , Grégoire G. Macqueron

Motivated by the goal of learning controllers for complex systems whose dynamics change over time, we consider the problem of designing control laws for systems that switch among a finite set of unknown discrete-time linear subsystems under…

Systems and Control · Electrical Eng. & Systems 2021-05-26 Monica Rotulo , Claudio De Persis , Pietro Tesi

Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line…

Systems and Control · Computer Science 2016-06-13 Andrew Knyazev , Peizhen Zhu , Stefano Di Cairano

This work proposes a robust data-driven predictive control approach for unknown nonlinear systems in the presence of bounded process and measurement noise. Data-driven reachable sets are employed for the controller design instead of using…

Systems and Control · Electrical Eng. & Systems 2023-07-18 Mahsa Farjadnia , Amr Alanwar , Muhammad Umar B. Niazi , Marco Molinari , Karl Henrik Johansson

The literature dealing with data-driven analysis and control problems has significantly grown in the recent years. Most of the recent literature deals with linear time-invariant systems in which the uncertainty (if any) is assumed to be…

Optimization and Control · Mathematics 2020-05-12 Daniele Alpago , Florian Dorfler , John Lygeros

This paper introduces a method for data-driven control based on the Koopman operator model predictive control. Unlike exiting approaches, the method does not require a dictionary and incorporates a nonlinear input transformation, thereby…

Optimization and Control · Mathematics 2023-09-22 Vít Cibulka , Milan Korda , Tomáš Haniš

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 work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

Optimization and Control · Mathematics 2019-08-12 Danylo Malyuta , Behcet Acikmese , Martin Cacan

This paper presents a method to identify an uncertain linear time-invariant (LTI) prediction model for tube-based Robust Model Predictive Control (RMPC). The uncertain model is determined from a given state-input dataset by formulating and…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Sampath Kumar Mulagaleti , Alberto Bemporad , Mario Zanon

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

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
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