Related papers: Towards data-driven stochastic predictive control
Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…
We present a data-driven nonlinear predictive control approach for the class of discrete-time multi-input multi-output feedback linearizable nonlinear systems. The scheme uses a non-parametric predictive model based only on input and noisy…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
We propose a data-driven online convex optimization algorithm for controlling dynamical systems. In particular, the control scheme makes use of an initially measured input-output trajectory and behavioral systems theory which enable it to…
A stochastic model predictive control framework over unreliable Bernoulli communication channels, in the presence of unbounded process noise and under bounded control inputs, is presented for tracking a reference signal. The data losses in…
In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…
In this paper, we explore the interplay between Predictive Control and closed-loop optimality, spanning from Model Predictive Control to Data-Driven Predictive Control. Predictive Control in general relies on some form of prediction scheme…
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…
Motivated by large-scale but computationally constrained settings, e.g., the Internet of Things, we present a novel data-driven distributed control algorithm that is synthesized directly from trajectory data. Our method, data-driven…
This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by Partial Differential Equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…
We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…
For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…
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.…
This paper presents a data-driven min-max model predictive control (MPC) scheme for linear parameter-varying (LPV) systems. Contrary to existing data-driven LPV control approaches, we assume that the scheduling signal is unknown during…
This article investigates the core mechanisms of indirect data-driven control for unknown systems, focusing on the application of policy iteration (PI) within the context of the linear quadratic regulator (LQR) optimal control problem.…
The paper considers constrained linear systems with stochastic additive disturbances and noisy measurements transmitted over a lossy communication channel. We propose a model predictive control (MPC) law that minimizes a discounted cost…
This paper investigates the problem of data-driven stabilization for linear discrete-time switched systems with unknown switching dynamics. In the absence of noise, a data-based state feedback stabilizing controller can be obtained by…
Stability enforcement remains a challenge in data-driven control paradigms, where no parametrised model of the system is available. For instance, the system's instabilities can be estimated in order to enforce a closed-loop stability…
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…
This article proposes a data-driven $H_{\infty}$ control scheme for time-domain constrained systems based on model predictive control formulation. The scheme combines $H_{\infty}$ control and minimax model predictive control, enabling more…