Related papers: Data-Driven Probabilistic Finite $\mathcal{L}_2$-G…
This paper presents a robust control synthesis and analysis framework for nonlinear systems with uncertain initial conditions. First, a deep learning-based lifting approach is proposed to approximate nonlinear dynamical systems with linear…
The robust stability problem involves designing a controlled system which remains stable in the presence of modeling uncertainty. In this context, results known as small gain theorems are used to quantify the maximum amount of uncertainty…
This paper investigates gradient-based adaptive prediction and control for nonlinear stochastic dynamical systems under a weak convexity condition on the prediction-based loss. This condition accommodates a broad range of nonlinear models…
We provide novel dissipativity conditions for bounding the incremental L-1 gain of systems. Moreover, we adapt existing results on the L-infinity gain to the incremental setting and relate the incremental L-1 and L-infinity gain bounds…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
A small-gain approach is proposed to analyze closed-loop stability of linear diffusion-reaction systems under finite-dimensional observer-based state feedback control. For this, the decomposition of the infinite-dimensional system into a…
This paper deals with data-driven stability analysis and feedback stabillization of linear input-output systems in autoregressive (AR) form. We assume that noisy input-output data on a finite time-interval have been obtained from some…
We complete the first step towards the resolution of several decades-old challenges in disturbance-robust adaptive control. For a scalar linear system with an unknown parameter for which no a priori bound is given, with a disturbance that…
We consider the design of state feedback control laws for both the switching signal and the continuous input of an unknown switched linear system, given past noisy input-state trajectories measurements. Based on Lyapunov-Metzler…
We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…
We develop a stochastic parametrization, based on a `simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
We propose a robust data-driven output feedback control algorithm that explicitly incorporates inherent finite-sample model estimate uncertainties into the control design. The algorithm has three components: (1) a subspace identification…
Learning, say through direct policy updates, often requires assumptions such as knowing a priori that the initial policy (gain) is stabilizing, or persistently exciting (PE) input-output data, is available. In this paper, we examine online…
This paper considers a stochastic control framework, in which the residual model uncertainty of the dynamical system is learned using a Gaussian Process (GP). In the proposed formulation, the residual model uncertainty consists of a…
In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…
In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…
Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…
The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…