From noisy data to feedback controllers: non-conservative design via a matrix S-lemma
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Publication:6341812
DOI10.1109/TAC.2020.3047577arXiv2006.00870WikidataQ125033428 ScholiaQ125033428MaRDI QIDQ6341812
Henk J. van Waarde, Mehran Mesbahi, M. Kanat Camlibel
Publication date: 1 June 2020
Abstract: We propose a new method to obtain feedback controllers of an unknown dynamical system directly from noisy input/state data. The key ingredient of our design is a new matrix S-lemma that will be proven in this paper. We provide both strict and non-strict versions of this S-lemma, that are of interest in their own right. Thereafter, we will apply these results to data-driven control. In particular, we will derive non-conservative design methods for quadratic stabilization, H_2 and H_inf control, all in terms of data-based linear matrix inequalities. In contrast to previous work, the dimensions of our decision variables are independent of the time horizon of the experiment. Our approach thus enables control design from large data sets.
Sensitivity (robustness) (93B35) Feedback control (93B52) Control/observation systems with incomplete information (93C41)
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