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In this paper, we study the use of state-of-the-art nonlinear system identification techniques for the optimal control of nonlinear systems. We show that the nonlinear systems identification problem is equivalent to estimating the…

Optimization and Control · Mathematics 2023-10-23 Aayushman Sharma , Suman Chakravorty

This paper extends the Willems' Fundamental Lemma to nonlinear control-affine systems using the Koopman bilinear realization. This enables us to bypass the Extended Dynamic Mode Decomposition (EDMD)-based system identification step in…

Optimization and Control · Mathematics 2025-05-07 Zuxun Xiong , Zhenyi Yuan , Keyan Miao , Han Wang , Jorge Cortes , Antonis Papachristodoulou

In this paper we study the problem of computing minimum-energy controls for linear systems from experimental data. The design of open-loop minimum-energy control inputs to steer a linear system between two different states in finite time is…

Optimization and Control · Mathematics 2019-05-01 Giacomo Baggio , Vaibhav Katewa , Fabio Pasqualetti

While Koopman-based techniques like extended Dynamic Mode Decomposition are nowadays ubiquitous in the data-driven approximation of dynamical systems, quantitative error estimates were only recently established. To this end, both sources of…

Optimization and Control · Mathematics 2022-11-15 Manuel Schaller , Karl Worthmann , Friedrich Philipp , Sebastian Peitz , Feliks Nüske

In this paper, we deal with data-driven predictive control of linear time-invariant (LTI) systems. Specifically, we show for the first time how explicit predictive laws can be learnt directly from data, without needing to identify the…

Systems and Control · Electrical Eng. & Systems 2021-09-14 Andrea Sassella , Valentina Breschi , Simone Formentin

This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Ramin Esmzad , Hamidreza Modares

In this study, we present and analyze a novel variant of the stochastic gradient descent method, referred as Stochastic data-driven Bouligand Landweber iteration tailored for addressing the system of non-smooth ill-posed inverse problems.…

Functional Analysis · Mathematics 2024-02-08 Harshit Bajpai , Gaurav Mittal , Ankik Kumar Giri

In this article, we propose a data-enabled economic predictive control method for a class of nonlinear systems, which aims to optimize the economic operational performance while handling hard constraints on the system outputs. Two lifting…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Mingxue Yan , Xuewen Zhang , Kaixiang Zhang , Zhaojian Li , Xunyuan Yin

Finding optimal feedback controllers for nonlinear dynamic systems from data is hard. Recently, Bayesian optimization (BO) has been proposed as a powerful framework for direct controller tuning from experimental trials. For selecting the…

Systems and Control · Computer Science 2018-02-07 Alonso Marco , Philipp Hennig , Stefan Schaal , Sebastian Trimpe

This paper studies a continuous-time stochastic linear-quadratic (SLQ) optimal control problem on infinite-horizon. A data-driven policy iteration algorithm is proposed to solve the SLQ problem. Without knowing three system coefficient…

Optimization and Control · Mathematics 2022-09-30 Heng Zhang , Na Li

This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…

Robotics · Computer Science 2021-10-27 Shuo Yang , Gerry Chen , Yetong Zhang , Howie Choset , Frank Dellaert

Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Duc Cuong Nguyen , Phuong Nam Dao

There is a growing interest in data-driven control of nonlinear systems over the last years. In contrast to related works, this paper takes a step back and aims to solve the output matching problem, a problem closely related to the…

Optimization and Control · Mathematics 2023-02-27 Leander Hemelhof , Ivan Markovsky , Panagiotis Patrinos

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

A deep learning approach for the approximation of the Hamilton-Jacobi-Bellman partial differential equation (HJB PDE) associated to the Nonlinear Quadratic Regulator (NLQR) problem. A state-dependent Riccati equation control law is first…

Optimization and Control · Mathematics 2022-07-20 Anastasia Borovykh , Dante Kalise , Alexis Laignelet , Panos Parpas

The paper is about the data-driven computation of optimal control for a class of control affine deterministic nonlinear systems. We assume that the control dynamical system model is not available, and the only information about the system…

Optimization and Control · Mathematics 2021-04-13 Bowen Huang , Umesh Vaidya

We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…

Optimization and Control · Mathematics 2017-09-18 Bin Zhou

This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…

Machine Learning · Computer Science 2019-04-18 Ran Wang , Karthikeya Parunandi , Dan Yu , Dileep Kalathil , Suman Chakravorty

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

Data-driven methods for establishing quantum optimal control (QOC) using time-dependent control pulses tailored to specific quantum dynamical systems and desired control objectives are critical for many emerging quantum technologies. We…

Quantum Physics · Physics 2021-03-29 Andy Goldschmidt , Eurika Kaiser , Jonathan L. Dubois , Steven L. Brunton , J. Nathan Kutz