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Data-driven control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, besides measurement noise, stochastic disturbances might also directly affect…

Systems and Control · Electrical Eng. & Systems 2023-08-14 Guanru Pan , Ruchuan Ou , Timm Faulwasser

Statistic modeling and data-driven learning are the two vital fields that attract many attentions. Statistic models intend to capture and interpret the relationships among variables, while data-based learning attempt to extract information…

Machine Learning · Computer Science 2021-12-22 Jingwei Li

We propose directed time series regression, a new approach to estimating parameters of time-series models for use in certainty equivalent model predictive control. The approach combines merits of least squares regression and empirical…

Machine Learning · Computer Science 2012-07-02 Yi-Hao Kao , Benjamin Van Roy

We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…

Optimization and Control · Mathematics 2023-10-19 Guangyi Liu , Arash Amini , Vivek Pandey , Nader Motee

This paper studies the problem of steering the distribution of a linear time-invariant system from an initial normal distribution to a terminal normal distribution under no knowledge of the system dynamics. This data-driven control…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Joshua Pilipovsky , Panagiotis Tsiotras

Telematics data is becoming increasingly available due to the ubiquity of devices that collect data during drives, for different purposes, such as usage based insurance (UBI), fleet management, navigation of connected vehicles, etc.…

Artificial Intelligence · Computer Science 2020-04-06 Sobhan Moosavi , Arnab Nandi , Rajiv Ramnath

Willems' Fundamental Lemma provides a powerful data-driven parametrization of all trajectories of a controllable linear time-invariant system based on one trajectory with persistently exciting (PE) input. In this paper, we present a novel…

Optimization and Control · Mathematics 2024-12-04 Julian Berberich , Andrea Iannelli , Alberto Padoan , Jeremy Coulson , Florian Dörfler , Frank Allgöwer

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…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

The increasing ease of obtaining and processing data together with the growth in system complexity has sparked the interest in moving from conventional model-based control design towards data-driven concepts. Since in many engineering…

Optimization and Control · Mathematics 2021-07-29 Juan G. Rueda-Escobedo , Emilia Fridman , Johannes Schiffer

In Willems' behavioral systems theory, a dynamical system is identified with the set of all trajectories compatible with its laws of motion. In the linear time-invariant setting this trajectory set is a linear subspace, and its algebraic…

Optimization and Control · Mathematics 2026-05-08 Victor M. Preciado

We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Adam J. Thorpe , Thomas Lew , Meeko M. K. Oishi , Marco Pavone

This paper addresses the problem of generating dynamically admissible trajectories for control tasks using diffusion models, particularly in scenarios where the environment is complex and system dynamics are crucial for practical…

Robotics · Computer Science 2025-10-15 Darshan Gadginmath , Fabio Pasqualetti

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

Due to the increasing complexity and interconnectedness of different components in modern automotive software systems there is a great number of interactions between these system components and their environment. These interactions result…

Applications · Statistics 2025-03-11 Bojan Lukić , Thorben Knust , Andreas Rausch

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

Data-driven model predictive control has two key advantages over model-free methods: a potential for improved sample efficiency through model learning, and better performance as computational budget for planning increases. However, it is…

Machine Learning · Computer Science 2022-07-21 Nicklas Hansen , Xiaolong Wang , Hao Su

In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

The dramatic increase of observational data across industries provides unparalleled opportunities for data-driven decision making and management, including the manufacturing industry. In the context of production, data-driven approaches can…

Optimization and Control · Mathematics 2018-01-09 Najibesadat Sadati , Ratna Babu Chinnam , Milad Zafar Nezhad