Related papers: Data-Driven Probabilistic Finite $\mathcal{L}_2$-G…
Input-to-state stability (ISS) and $\mathcal{L}_2$-gain are well-known robust stability properties that continue to find wide application in the analysis and control of nonlinear dynamical systems and their interconnections. We investigate…
We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{doubly robust} data-driven state-feedback controller to ensure…
We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…
We propose a modeling framework for stochastic systems, termed Gaussian behaviors, that describes finite-length trajectories of a system as a Gaussian process. The proposed model naturally quantifies the uncertainty in the trajectories, yet…
By using dissipativity approach, we establish the stability condition for the feedback connection of a deterministic dynamical system $\Sigma$ and a stochastic memoryless map $\Psi$. After that, we extend the result to the class of large…
In this article, we employ a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of chaotic time series which has big jump properties. Our contributions…
The frequency-domain data of a multivariable system in different operating points is used to design a robust controller with respect to the measurement noise and multimodel uncertainty. The controller is fully parametrized in terms of…
In this paper, the notion of robust strict QSR-dissipativity is applied to solve the static output feedback control problem for a class of continuous-time nonlinear rational systems subject to input saturation and bounded parametric…
This paper is concerned with synchronization of complex stochastic dynamical networks in the presence of noise and functional uncertainty. A probabilistic control method for adaptive synchronization is presented. All required probabilistic…
In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…
In recent years, the discovery of complex dynamic systems in various fields through data-driven methods has attracted widespread attention. This method has played the role of data and has become an advantageous tool for us to study complex…
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.…
Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…
In this paper we propose an end-to-end algorithm for indirect data-driven control for bilinear systems with stability guarantees. We consider the case where the collected i.i.d. data is affected by probabilistic noise with possibly…
This paper deals with the problem of providing a data-driven solution to the local stabilization of linear systems subject to input saturation. After presenting a model-based solution to this well-studied problem, a systematic method to…
This paper studies a stabilization problem for linear MIMO systems subject to external perturbation that further requires the closed-loop system render a specified gain from the external perturbation to the output. The problem arises from…
This paper studies the problem of steering the distribution of a linear time-invariant system from an initial normal distribution to a terminal normal distribution under no knowledge of the system dynamics. This data-driven control…
This paper proposes a new framework and several results to quantify the performance of data-driven state-feedback controllers for linear systems against targeted perturbations of the training data. We focus on the case where subsets of the…
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…
We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…