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Journal ArticleDOI

Formulas for Data-Driven Control: Stabilization, Optimality, and Robustness

01 Mar 2020-IEEE Transactions on Automatic Control (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)-Vol. 65, Iss: 3, pp 909-924
TL;DR: In this paper, the authors derive a parametrization of linear feedback systems that paves the way to solve important control problems using data-dependent linear matrix inequalities only, which is remarkable in that no explicit system's matrices identification is required.
Abstract: In a paper by Willems et al., it was shown that persistently exciting data can be used to represent the input-output behavior of a linear system. Based on this fundamental result, we derive a parametrization of linear feedback systems that paves the way to solve important control problems using data-dependent linear matrix inequalities only. The result is remarkable in that no explicit system's matrices identification is required. The examples of control problems we solve include the state and output feedback stabilization, and the linear quadratic regulation problem. We also discuss robustness to noise-corrupted measurements and show how the approach can be used to stabilize unstable equilibria of nonlinear systems.

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Citations
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Journal Article
TL;DR: In this paper, two major figures in adaptive control provide a wealth of material for researchers, practitioners, and students to enhance their work through the information on many new theoretical developments, and can be used by mathematical control theory specialists to adapt their research to practical needs.
Abstract: This book, written by two major figures in adaptive control, provides a wealth of material for researchers, practitioners, and students. While some researchers in adaptive control may note the absence of a particular topic, the book‘s scope represents a high-gain instrument. It can be used by designers of control systems to enhance their work through the information on many new theoretical developments, and can be used by mathematical control theory specialists to adapt their research to practical needs. The book is strongly recommended to anyone interested in adaptive control.

1,814 citations

Journal ArticleDOI
TL;DR: The presented results provide the first (theoretical) analysis of closed-loop properties, resulting from a simple, purely data-driven MPC scheme, including a slack variable with regularization in the cost.
Abstract: We propose a robust data-driven model predictive control (MPC) scheme to control linear time-invariant systems. The scheme uses an implicit model description based on behavioral systems theory and past measured trajectories. In particular, it does not require any prior identification step, but only an initially measured input–output trajectory as well as an upper bound on the order of the unknown system. First, we prove exponential stability of a nominal data-driven MPC scheme with terminal equality constraints in the case of no measurement noise. For bounded additive output measurement noise, we propose a robust modification of the scheme, including a slack variable with regularization in the cost. We prove that the application of this robust MPC scheme in a multistep fashion leads to practical exponential stability of the closed loop w.r.t. the noise level. The presented results provide the first (theoretical) analysis of closed-loop properties, resulting from a simple, purely data-driven MPC scheme.

381 citations

Journal ArticleDOI
TL;DR: This article develops a new framework in order to work with data that are not necessarily persistently exciting, and investigates necessary and sufficient conditions on the informativity of data for several data-driven analysis and control problems.
Abstract: The use of persistently exciting data has recently been popularized in the context of data-driven analysis and control. Such data have been used to assess system-theoretic properties and to construct control laws, without using a system model. Persistency of excitation is a strong condition that also allows unique identification of the underlying dynamical system from the data within a given model class. In this article, we develop a new framework in order to work with data that are not necessarily persistently exciting. Within this framework, we investigate necessary and sufficient conditions on the informativity of data for several data-driven analysis and control problems. For certain analysis and design problems, our results reveal that persistency of excitation is not necessary. In fact, in these cases, data-driven analysis/control is possible while the combination of (unique) system identification and model-based control is not. For certain other control problems, our results justify the use of persistently exciting data, as data-driven control is possible only with data that are informative for system identification.

190 citations

Posted Content
TL;DR: In this article, the authors investigate necessary and sufficient conditions on the informativity of data for several data-driven analysis and control problems, and reveal that persistency of excitation is not necessary.
Abstract: The use of persistently exciting data has recently been popularized in the context of data-driven analysis and control. Such data have been used to assess system theoretic properties and to construct control laws, without using a system model. Persistency of excitation is a strong condition that also allows unique identification of the underlying dynamical system from the data within a given model class. In this paper, we develop a new framework in order to work with data that are not necessarily persistently exciting. Within this framework, we investigate necessary and sufficient conditions on the informativity of data for several data-driven analysis and control problems. For certain analysis and design problems, our results reveal that persistency of excitation is not necessary. In fact, in these cases data-driven analysis/control is possible while the combination of (unique) system identification and model-based control is not. For certain other control problems, our results justify the use of persistently exciting data as data-driven control is possible only with data that are informative for system identification.

105 citations

Journal ArticleDOI
09 Apr 2020
TL;DR: It is shown that all trajectories of a linear system can be obtained from a given finite number of trajectories, as long as these are collectively persistently exciting, which enables the identification of linear systems from data sets with missing samples.
Abstract: Willems et al. ’s fundamental lemma asserts that all trajectories of a linear system can be obtained from a single given one, assuming that a persistency of excitation and a controllability condition hold. This result has profound implications for system identification and data-driven control, and has seen a revival over the last few years. The purpose of this letter is to extend Willems’ lemma to the situation where multiple (possibly short) system trajectories are given instead of a single long one. To this end, we introduce a notion of collective persistency of excitation. We will show that all trajectories of a linear system can be obtained from a given finite number of trajectories, as long as these are collectively persistently exciting. We will demonstrate that this result enables the identification of linear systems from data sets with missing samples. Additionally, we show that the result is of practical significance in data-driven control of unstable systems.

100 citations