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Control invariant set is critical for guaranteeing safe control and the problem of computing control invariant set for linear discrete-time system is revisited in this paper by using a data-driven approach. Specifically, sample points on…

Optimization and Control · Mathematics 2022-11-24 Jun Xu , Fanglin Chen

We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Hongyu Zhou , Vasileios Tzoumas

Attention to data-driven optimization approaches, including the well-known stochastic gradient descent method, has grown significantly over recent decades, but data-driven constraints have rarely been studied, because of the computational…

Machine Learning · Computer Science 2023-10-11 Shuoguang Yang , Xudong Li , Guanghui Lan

In this paper, we provide a theoretical analysis of closed-loop properties of a simple data-driven model predictive control (MPC) scheme. The formulation does not involve any terminal ingredients, thus allowing for a simple implementation…

Optimization and Control · Mathematics 2024-12-04 Joscha Bongard , Julian Berberich , Johannes Köhler , Frank Allgöwer

This paper presents a constraint-enforcing control framework for a class of discrete-time strict-feedback nonlinear systems. The objective is to guarantee closed-loop stability while ensuring forward invariance of a prescribed safe set…

Optimization and Control · Mathematics 2026-04-29 Jhon Manuel Portella Delgado , Ankit Goel

This paper considers the problem of real-time mode scheduling in linear time-varying switched systems subject to a quadratic cost functional. The execution time of hybrid control algorithms is often prohibitive for real-time applications…

Optimization and Control · Mathematics 2017-09-04 Anastasia Mavrommati , Jarvis A. Schultz , Todd D. Murphey

The goal of this paper is to develop data-driven control design and evaluation strategies based on linear matrix inequalities (LMIs) and dynamic programming. We consider deterministic discrete-time LTI systems, where the system model is…

Optimization and Control · Mathematics 2021-06-17 Donghwan Lee , Do Wan Kim

We consider the problem of designing robust state-feedback controllers for discrete-time linear time-invariant systems, based directly on measured data. The proposed design procedures require no model knowledge, but only a single open-loop…

Systems and Control · Electrical Eng. & Systems 2020-10-27 Julian Berberich , Anne Romer , Carsten W. Scherer , Frank Allgöwer

In this paper we study the problem of learning minimum-energy controls for linear systems from heterogeneous data. Specifically, we consider datasets comprising input, initial and final state measurements collected using experiments with…

Optimization and Control · Mathematics 2020-06-22 Giacomo Baggio , Fabio Pasqualetti

A receding horizon learning scheme is proposed to transfer the state of a discrete-time dynamical control system to zero without the need of a system model. Global state convergence to zero is proved for the class of stabilizable and…

Systems and Control · Electrical Eng. & Systems 2020-12-16 Christian Ebenbauer , Fabian Pfitz , Shuyou Yu

We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

This paper presents a linear-programming based algorithm to perform data-driven stabilizing control of linear positive systems. A set of state-input-transition observations is collected up to magnitude-bounded noise. A state feedback…

Optimization and Control · Mathematics 2023-03-23 Jared Miller , Tianyu Dai , Mario Sznaier , Bahram Shafai

This paper is concerned with the problem of state estimation for discrete-time linear systems in the presence of additional (equality or inequality) constraints on the state (or estimate). By use of the minimum variance duality, the…

Optimization and Control · Mathematics 2021-12-08 Prabhat K. Mishra , Girish Chowdhary , Prashant G. Mehta

The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

This paper develops a robust fixed time optimization framework for constrained problems that guarantees exact constraint satisfaction and convergence to KKT points within fixed time , independent of initial conditions. The approach treats…

Optimization and Control · Mathematics 2026-05-27 Baby Diana , Priyanka Singh , Shyam Kamal , Sandip Ghosh , Bijnan Bandyopadhyay

This article develops a control method for linear time-invariant systems subject to time-varying and a priori unknown cost functions, that satisfies state and input constraints, and is robust to exogenous disturbances. To this end, we…

Systems and Control · Electrical Eng. & Systems 2026-02-02 Marko Nonhoff , Mohammad Taher Al Torshan , Matthias A. Müller

Predicting the response of an observed system to a known input is a fruitful first step to accurately control the system's dynamics. Despite the recent advances in fully data-driven algorithms, the most interpretable way to reach this goal…

Dynamical Systems · Mathematics 2026-03-03 Laurent Pagnier , Melvyn Tyloo , Akshita Jindal , Pragati Thakur , Kyle C. A. Wedgwood

This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Marco Borghesi , Lorenzo Sforni , Giuseppe Notarstefano

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

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
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