English
Related papers

Related papers: Stochastic Data-Driven Predictive Control: Chance-…

200 papers

We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

Optimization and Control · Mathematics 2025-06-04 Niklas Baumgarten , David Schneiderhan

In this paper, we propose a distributionally robust control synthesis for an agent with stochastic dynamics that interacts with other agents under uncertainties and constraints expressed by signal temporal logic (STL). We formulate the…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Arash Bahari Kordabad , Eleftherios E. Vlahakis , Lars Lindemann , Sebastien Gros , Dimos V. Dimarogonas , Sadegh Soudjani

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…

Systems and Control · Electrical Eng. & Systems 2021-02-01 Ashkan Jasour , Allen Wang , Brian C. Williams

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 work presents a stochastic tube-based model predictive control framework that guarantees hard input constraint satisfaction for linear systems subject to unbounded additive disturbances. The approach relies on a structured design of…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Carlo Karam , Matteo Tacchi , Mirko Fiacchini

We address control synthesis of stochastic discrete-time linear multi-agent systems under jointly chance-constrained collaborative signal temporal logic specifications in a distribution-free manner using available disturbance samples, which…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Eleftherios E. Vlahakis , Lars Lindemann , Dimos V. Dimarogonas

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

The need for control strategies that can address dynamic system uncertainty is becoming increasingly important. In this work, we propose a Model Predictive Control by quantifying the risk of failure in our system model. The proposed control…

Systems and Control · Electrical Eng. & Systems 2023-02-17 Mostafa Tavakkoli Anbarani , Efe C. Balta , Rômulo Meira-Góes , Ilya Kovalenko

We present a novel robust control framework for continuous-time, perturbed nonlinear dynamical systems with uncertainty that depends nonlinearly on both the state and control inputs. Unlike conventional approaches that impose structural…

Optimization and Control · Mathematics 2025-07-21 Sihang Wei , Melkior Ornik , Hiroyasu Tsukamoto

Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems' fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures. In…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

In this paper, containment control of multi-agent systems with measurement noises is studied under directed networks. When the leaders are stationary, a stochastic approximation type protocol is employed to solve the containment control of…

Systems and Control · Computer Science 2014-05-20 Yuanshi Zheng , Tao Li , Long Wang

We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…

Systems and Control · Electrical Eng. & Systems 2022-08-11 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R Stürz , Xiaojing Zhang , Francesco Borrelli

This paper introduces a method of identifying a maximal set of safe strategies from data for stochastic systems with unknown dynamics using barrier certificates. The first step is learning the dynamics of the system via Gaussian process…

Machine Learning · Computer Science 2024-05-07 Rayan Mazouz , John Skovbekk , Frederik Baymler Mathiesen , Eric Frew , Luca Laurenti , Morteza Lahijanian

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

We consider the problem of data-driven stochastic optimal control of an unknown LTI dynamical system. Assuming the process noise is normally distributed, we pose the problem of steering the state's mean and covariance to a target normal…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Joshua Pilipovsky , Panagiotis Tsiotras

In this paper, we directly design a state feedback controller that stabilizes a class of uncertain nonlinear systems solely based on input-state data collected from a finite-length experiment. Necessary and sufficient conditions are derived…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Alessandro Luppi , Claudio De Persis , Pietro Tesi

This brief introduction to Model Predictive Control specifically addresses stochastic Model Predictive Control, where probabilistic constraints are considered. A simple linear system subject to uncertainty serves as an example. The Matlab…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Tim Brüdigam

This paper proposes a novel approach to addressing the output synchronization problem in unknown heterogeneous multi-agent systems (MASs) using noisy data. Unlike existing studies that focus on noiseless data, we introduce a distributed…

Systems and Control · Electrical Eng. & Systems 2023-07-17 Yifei Li , Wenjie Liu , Jian Sun , Gang Wang , Lihua Xie , Jie Chen

This paper considers a localized data-driven consensus problem for leader-follower multi-agent systems with unknown discrete-time agent dynamics, where each follower computes its local control gain using only their locally collected state…

Systems and Control · Electrical Eng. & Systems 2024-01-24 Zeze Chang , Junjie Jiao , Zhongkui Li