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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…

Systems and Control · Electrical Eng. & Systems 2023-08-04 Guanru Pan , Ruchuan Ou , Timm Faulwasser

The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control…

Systems and Control · Electrical Eng. & Systems 2022-12-16 Guanru Pan , Ruchuan Ou , Timm Faulwasser

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

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

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Sebastian Kerz , Johannes Teutsch , Tim Brüdigam , Dirk Wollherr , Marion Leibold

Recently, the fundamental lemma by Willems et al. has been extended towards stochastic LTI systems subject to process disturbances. Using this lemma requires previously recorded data of inputs, outputs, and disturbances. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Ruchuan Ou , Guanru Pan , Timm Faulwasser

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,…

Optimization and Control · Mathematics 2024-07-18 Philipp Schmitz , Timm Faulwasser , Paolo Rapisarda , Karl Worthmann

Based on the Fundamental Lemma by Willems et al., the entire behaviour of a Linear Time-Invariant (LTI) system can be characterised by a single data sequence of the system as long the input is persistently exciting. This is an essential…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Chris Verhoek , Roland Tóth , Sofie Haesaert , Anne Koch

We consider the problem of data-driven predictive control for an unknown discrete-time linear time-periodic (LTP) system of known period. Our proposed strategy generalizes both Data-enabled Predictive Control (DeePC) and Subspace Predictive…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

Willems' fundamental lemma and system level synthesis both characterize a linear dynamic system by its input/output sequences. In this work, we extend the application of the fundamental lemma from deterministic to uncertain LTI systems and…

Systems and Control · Electrical Eng. & Systems 2021-03-11 Yinghao Lian , Colin N. Jones

We propose a robust data-driven model predictive control (MPC) scheme to control linear time-invariant (LTI) systems. The scheme uses an implicit model description based on behavioral systems theory and past measured trajectories. In…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This paper presents a new robust data-driven predictive control scheme for unknown linear time-invariant systems by using input-state-output or input-output data based on whether the state is measurable. To remove the need for the…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Kaijian Hu , Tao Liu

This article proposes an approach to design output-feedback controllers for unknown continuous-time linear time-invariant systems using only input-output data from a single experiment. To address the lack of state and derivative…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Alessandro Bosso , Marco Borghesi , Andrea Iannelli , Giuseppe Notarstefano , Andrew R. Teel

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…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Hoang Hai Nguyen , Maurice Friedel , Rolf Findeisen

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

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

We present an extension of Willems' Fundamental Lemma to the class of multi-input multi-output discrete-time feedback linearizable nonlinear systems, thus providing a data-based representation of their input-output trajectories. Two sources…

Optimization and Control · Mathematics 2023-03-17 Mohammad Alsalti , Victor G. Lopez , Julian Berberich , Frank Allgöwer , Matthias A. Müller

This paper studies data-driven iterative learning control (ILC) for linear time-invariant (LTI) systems with unknown dynamics, output disturbances and input box-constraints. Our main contributions are: 1) using a non-parametric data-driven…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Jia Wang , Leander Hemelhof , Ivan Markovsky , Panagiotis Patrinos
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