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Given the recent surge of interest in data-driven control, this paper proposes a two-step method to study robust data-driven control for a parameter-unknown linear time-invariant (LTI) system that is affected by energy-bounded noises.…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Jiabao He , Xuan Zhang , Feng Xu , Junbo Tan , Xueqian Wang

This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Marcell Bartos , Alexandre Didier , Jerome Sieber , Johannes Köhler , Melanie N. Zeilinger

This paper is concerned with model predictive control (MPC) of discrete-time linear systems subject to bounded additive disturbance and mixed constraints on the state and input, whereas the true disturbance set is unknown. Unlike most…

Optimization and Control · Mathematics 2024-05-22 Yulong Gao , Shuhao Yan , Jian Zhou , Mark Cannon , Alessandro Abate , Karl H. Johansson

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

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 present a data-driven model predictive control (MPC) scheme that is capable of stabilizing unknown linear time-invariant systems under the influence of process disturbances. To this end, Willems' lemma is used to predict…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Christian Klöppelt , Julian Berberich , Frank Allgöwer , Matthias A. Müller

We propose a robust and efficient data-driven predictive control (eDDPC) scheme which is more sample efficient (requires less offline data) compared to existing schemes, and is also computationally efficient. This is done by leveraging an…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Mohammad Alsalti , Manuel Barkey , Victor G. Lopez , Matthias A. Müller

We study the problem of finite-time constrained optimal control of unknown stochastic linear time-invariant systems, which is the key ingredient of a predictive control algorithm -- albeit typically having access to a model. We propose a…

Optimization and Control · Mathematics 2021-07-22 Jeremy Coulson , John Lygeros , Florian Dörfler

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

In this paper, we address the stochastic MPC (SMPC) problem for linear systems, subject to chance state constraints and hard input constraints, under unknown noise distribution. First, we reformulate the chance state constraints as…

Systems and Control · Electrical Eng. & Systems 2022-04-05 Charis Stamouli , Anastasios Tsiamis , Manfred Morari , George J. Pappas

This work proposes a robust data-driven tube-based zonotopic predictive control (TZPC) approach for discrete-time linear systems, designed to ensure stability and recursive feasibility in the presence of bounded noise. The proposed approach…

Systems and Control · Electrical Eng. & Systems 2025-09-17 Mahsa Farjadnia , Angela Fontan , Amr Alanwar , Marco Molinari , Karl Henrik Johansson

We present a sample-based Learning Model Predictive Controller (LMPC) for constrained uncertain linear systems subject to bounded additive disturbances. The proposed controller builds on earlier work on LMPC for deterministic systems.…

Systems and Control · Computer Science 2021-01-22 Ugo Rosolia , Francesco Borrelli

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

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

Data-driven predictive control methods based on the Willems' fundamental lemma have shown great success in recent years. These approaches use receding horizon predictive control with nonparametric data-driven predictors instead of…

Systems and Control · Electrical Eng. & Systems 2023-12-06 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

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

We introduce data to predictive control, D2PC, a framework to facilitate the design of robust and predictive controllers from data. The proposed framework is designed for discrete-time stochastic linear systems with output measurements and…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

This paper presents a novel data-driven stochastic MPC design for discrete-time nonlinear systems with additive disturbances by leveraging the Koopman operator and a distributionally robust optimization (DRO) framework. By lifting the…

Systems and Control · Electrical Eng. & Systems 2025-10-27 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis