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A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

Optimization and Control · Mathematics 2020-05-01 Martin A Sehr , Robert R Bitmead

We address the problem of prescribing an optimal decision in a framework where the cost function depends on uncertain problem parameters that need to be learned from data. Earlier work proposed prescriptive formulations based on supervised…

Optimization and Control · Mathematics 2021-06-09 Dimitris Bertsimas , Bart Van Parys

Design under uncertainty is a challenging problem, as a systems performance can be highly sensitive to variations in input parameters and model uncertainty. A conventional approach to addressing such problems is robust optimization, which…

Systems and Control · Electrical Eng. & Systems 2025-09-18 Maryam Ghasemzadeh , H M Dilshad Alam Digonta , Anand Balu Nellippallil , Anton van Beek

Descriptor systems arise naturally in real-world applications governed by algebraic constraints, such as power networks, robotics and chemical processes. When a descriptor model contains a nontrivial nilpotent block, the discrete-time…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Yunxiang Ma , Yibo Wang , Zhongmei Li , Chao Shang

The theory of covariance control and covariance steering (CS) deals with controlling the dispersion of trajectories of a dynamical system, under the implicit assumption that accurate prior knowledge of the system being controlled is…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Joshua Pilipovsky , Panagiotis Tsiotras

We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Mirhan Urkmez , Shahab Heshmati-Alamdari

We study cooperative output feedback tracking control of stochastic linear heterogeneous leader-following multi-agent systems. Each agent has a continuous-time linear heterogeneous dynamics with incompletely measurable state, and there are…

Systems and Control · Electrical Eng. & Systems 2021-01-18 Dianqiang Li , Tao Li

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You

This paper develops a data-driven safe control framework for nonlinear discrete-time systems with parametric uncertainty and additive disturbances. The proposed approach constructs a data-consistent closed-loop representation that enables…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Amir Modares , Bahare Kiumarsi , Hamidreza Modares

Recent years have witnessed a booming interest in data-driven control of dynamical systems. However, the implicit data-driven output predictors are vulnerable to uncertainty such as process disturbance and measurement noise, causing…

Optimization and Control · Mathematics 2024-07-08 Yibo Wang , Keyou You , Dexian Huang , Chao Shang

Solving nonlinear model predictive control problems in real time is still an important challenge despite of recent advances in computing hardware, optimization algorithms and tailored implementations. This challenge is even greater when…

Systems and Control · Electrical Eng. & Systems 2021-09-23 Benjamin Karg , Teodoro Alamo , Sergio Lucia

Robust model predictive control algorithms are essential for addressing unavoidable errors due to the uncertainty in predicting real-world systems. However, the formulation of such algorithms typically results in a trade-off between…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Moritz Heinlein , Sankaranarayanan Subramanian , Sergio Lucia

In data-driven control design, an important problem is to deal with uncertainty due to limited and noisy data. One way to do this is to use a min-max approach, which aims to minimize some design criteria for the worst-case scenario.…

Systems and Control · Electrical Eng. & Systems 2024-09-25 Ruoqi Zhang , Per Mattsson , Dave Zachariah

In this paper, a simple heuristic is proposed for the design of uncertainty aware predictive controllers for nonlinear models involving uncertain parameters. The method relies on Machine Learning-based approximation of ideal deterministic…

Systems and Control · Electrical Eng. & Systems 2021-02-05 Mazen Alamir

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Monimoy Bujarbaruah , Xiaojing Zhang , Marko Tanaskovic , Francesco Borrelli

We consider the problem of synthesizing a dynamic output-feedback controller for a linear system, using solely input-output data corrupted by measurement noise. To handle input-output data, an auxiliary representation of the original system…

Systems and Control · Electrical Eng. & Systems 2025-09-17 Lidong Li , Andrea Bisoffi , Claudio De Persis , Nima Monshizadeh

The paper presents a data-driven predictive control framework based on an implicit input-output mapping derived directly from the signal matrix of collected data. This signal matrix model is derived by maximum likelihood estimation with…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

This paper presents a new data-driven robust predictive control law, for linear systems affected by unknown-but-bounded process disturbances. A sequence of input-state data is used to construct a suitable uncertainty representation based on…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Renato Quartullo , Andrea Garulli , Mirko Leomanni

Uncertainty sets are at the heart of robust optimization (RO) because they play a key role in determining the RO models' tractability, robustness, and conservativeness. Different types of uncertainty sets have been proposed that model…

Optimization and Control · Mathematics 2021-07-13 Meysam Cheramin , Richard Li-Yang Chen , Jianqiang Cheng , Ali Pinar

This note extends a recently proposed algorithm for model identification and robust MPC of asymptotically stable, linear time-invariant systems subject to process and measurement disturbances. Independent output predictors for different…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini
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