A behavioral approach to data-driven control with noisy input-output data
Abstract
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 unknown AR system. Data-based tests are then developed to analyse whether the unknown system is stable, or to verify whether a stabilizing dynamic feedback controller exists. If so, stabilizing controllers are computed using the data. In order to do this, we employ the behavioral approach to systems and control, meaning a departure from existing methods in data driven control. Our results heavily rely on a characterization of asymptotic stability of systems in AR form using the notion of quadratic difference form (QDF) as a natural framework for Lyapunov functions of autonomous AR systems. We introduce the concepts of informative data for quadratic stability and quadratic stabilization in the context of input-output AR systems and establish necessary and sufficient conditions for these properties to hold. In addition, this paper will build on results on quadratic matrix inequalties (QMIs) and a matrix version of Yakubovich's S-lemma.
Cite
@article{arxiv.2206.08408,
title = {A behavioral approach to data-driven control with noisy input-output data},
author = {Henk J. van Waarde and Jaap Eising and M. Kanat Camlibel and Harry L. Trentelman},
journal= {arXiv preprint arXiv:2206.08408},
year = {2022}
}