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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

The fundamental lemma by Jan C. Willems and co-authors enables the representation of all input-output trajectories of a linear time-invariant system by measured input-output data. This result has proven to be pivotal for data-driven…

Systems and Control · Electrical Eng. & Systems 2024-11-06 Guanru Pan , Ruchuan Ou , Timm Faulwasser

The fundamental lemma by Jan C. Willems and co-workers, which is deeply rooted in behavioral systems theory, has become one of the supporting pillars of the recent progress on data-driven control and system analysis. This tutorial-style…

Optimization and Control · Mathematics 2023-05-01 Timm Faulwasser , Ruchuan Ou , Guanru Pan , Philipp Schmitz , Karl Worthmann

This survey presents recent research on determining control-theoretic properties and designing controllers with rigorous guarantees using semidefinite programming and for nonlinear systems for which no mathematical models but measured…

Optimization and Control · Mathematics 2023-11-06 Tim Martin , Thomas B. Schön , Frank Allgöwer

In Willems' behavioral systems theory, a dynamical system is identified with the set of all trajectories compatible with its laws of motion. In the linear time-invariant setting this trajectory set is a linear subspace, and its algebraic…

Optimization and Control · Mathematics 2026-05-08 Victor M. Preciado

A class of data-driven control methods has recently emerged based on Willems' fundamental lemma. Such methods can ease the modelling burden in control design but can be sensitive to disturbances acting on the system under control. In this…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Edward O'Dwyer , Eric C. Kerrigan , Paola Falugi , Marta A. Zagorowska , Nilay Shah

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

The increase in system complexity paired with a growing availability of operational data has motivated a change in the traditional control design paradigm. Instead of modeling the system by first principles and then proceeding with a…

Optimization and Control · Mathematics 2020-10-06 Juan G. Rueda-Escobedo , Johannes Schiffer

In this paper, we address the problem of data-driven stabilization of continuous-time multi-input multi-output (MIMO) linear time-invariant systems using the input-output data collected from an experiment. Building on recent results for…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Haihui Gao , Alessandro Bosso , Lei Wang , David Saussié , Bowen Yi

In this letter, we provide new insight into Willems et al.'s fundamental lemma by studying the concept of universal inputs. An input is called universal if, when applied to any controllable system, it leads to input-output data that…

Optimization and Control · Mathematics 2025-06-09 Amir Shakouri , Henk J. van Waarde , M. Kanat Camlibel

The purpose of this paper is to propose a novel perspective, based on Willems' "behavior theory", on the design of an unknown-input observer for a given linear time-invariant discrete-time state-space model, with unknown disturbances…

Optimization and Control · Mathematics 2025-01-03 Giorgia Disarò , Maria Elena Valcher

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

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

We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms…

Machine Learning · Computer Science 2025-04-16 Ren Fujiwara , Yasuko Matsubara , Yasushi Sakurai

Willems' fundamental lemma has recently received an impressive amount of attention in the (data-driven) control community. In this paper, we formulate a frequency-domain equivalent of this lemma. In doing so, we bridge the gap between…

Systems and Control · Electrical Eng. & Systems 2023-11-28 T. J. Meijer , S. A. N. Nouwens , V. S. Dolk , W. P. M. H. Heemels

This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…

Optimization and Control · Mathematics 2021-02-25 Liang Xu , Mustafa Sahin Turan , Baiwei Guo , Giancarlo Ferrari-Trecate

We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

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

Willems' fundamental lemma enables a trajectory-based characterization of linear systems through data-based Hankel matrices. However, in the presence of measurement noise, we ask: Is this noisy Hankel-based model expressive enough to…

Systems and Control · Electrical Eng. & Systems 2024-04-25 Nathan P. Lawrence , Philip D. Loewen , Shuyuan Wang , Michael G. Forbes , R. Bhushan Gopaluni

Willems' fundamental lemma has recently received an impressive amount of attention from the data-driven control community. In this paper, we formulate a version of this celebrated result based on frequency-domain data. In doing so, we…

Optimization and Control · Mathematics 2026-02-09 T. J. Meijer , K. J. A. Scheres , S. A. N. Nouwens , V. S. Dolk , W. P. M. H. Heemels