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This paper considers the problem of controlling a dynamical system when the state cannot be directly measured and the control performance metrics are unknown or partially known. In particular, we focus on the design of data-driven…
Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…
In this work, we compare the direct and indirect approaches to data-driven predictive control of stochastic linear time-invariant systems. The distinction between the two approaches lies in the fact that the indirect approach involves…
This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…
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…
The advent of easy access to large amount of data has sparked interest in directly developing the relationships between input and output of dynamic systems. A challenge is that in addition to the applied input and the measured output, the…
Data-driven predictive control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, little has been done on data-driven stochastic control. In this…
This paper studies the data-driven control of unknown linear-threshold network dynamics to stabilize the state to a reference value. We consider two types of controllers: (i) a state feedback controller with feed-forward reference input and…
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…
We present a novel approach to shared control of human-machine systems. Our method assumes no a priori knowledge of the system dynamics. Instead, we learn both the dynamics and information about the user's interaction from observation…
Linear dynamical systems are the foundational statistical model upon which control theory is built. Both the celebrated Kalman filter and the linear quadratic regulator require knowledge of the system dynamics to provide analytic…
Lifted linear predictor (LLP) is an artificial linear dynamical system designed to predict trajectories of a generally nonlinear dynamical system based on the current state (or measurements) and the input. The main benefit of the LLP is its…
This paper presents a data-driven method to find a closed-loop optimal controller, which minimizes a specified infinite-horizon cost function for systems with unknown dynamics. Suppose the closed-loop optimal controller can be parameterized…
We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…
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…
The abstraction of dynamical systems is a powerful tool that enables the design of feedback controllers using a correct-by-design framework. We investigate a novel scheme to obtain data-driven abstractions of discrete-time stochastic…
A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…
In recent years, the success of the Koopman operator in dynamical systems analysis has also fueled the development of Koopman operator-based control frameworks. In order to preserve the relatively low data requirements for an approximation…
This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization…