From Data to Predictive Control: A Framework for Stochastic Linear Systems with Output Measurements
<|reference_start|>From Data to Predictive Control: A Framework for Stochastic Linear Systems with Output Measurements: We introduce data to predictive control, D2PC, a framework to facilitate the design of robust and predictive controllers from data. The proposed framework is designed for discrete-time stochastic linear systems with output measurements and provides a principled design of a predictive controller based on data. The framework starts with a parameter identification method based on the Expectation-Maximization algorithm, which incorporates pre-defined structural constraints. Additionally, we provide an asymptotically correct method to quantify uncertainty in parameter estimates. Next, we develop a strategy to synthesize robust dynamic output-feedback controllers tailored to the derived uncertainty characterization. Finally, we introduce a predictive control scheme that guarantees recursive feasibility and satisfaction of chance constraints. This framework marks a significant advancement in integrating data into robust and predictive control schemes. We demonstrate the efficacy of D2PC through a numerical example involving a $10$-dimensional spring-mass-damper system.<|reference_end|>
@article{balim2024from,
    title={From Data to Predictive Control: A Framework for Stochastic Linear
  Systems with Output Measurements},
    author={Haldun Balim, Andrea Carron, Melanie N. Zeilinger, Johannes K"ohler},
    journal={arXiv preprint arXiv:2407.17277},
    year={2024},
    archivePrefix={arXiv},
    eprint={2407.17277},
    primaryClass={eess.SY cs.SY math.OC}
}