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arXiv 2006.00870math.OC
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从噪声数据到反馈控制器:通过矩阵S-引理的非保守设计

From noisy data to feedback controllers: non-conservative design via a matrix S-lemma

Henk J. van Waarde, M. Kanat Camlibel, Mehran Mesbahi

摘要:

提出了一种直接从噪声输入/状态数据中获得未知动力系统反馈控制器的新方法。我们的设计的关键成分是一个新的矩阵S-引理,将在本文中证明。我们提供了这个S-引理的严格和非严格版本,它们本身就很有趣。此后,我们将把这些结果应用于数据驱动控制。特别地,我们将推导出二次镇定、H_2和H_inf控制的非保守设计方法,所有这些都是基于数据的线性矩阵不等式。与以前的工作相比,我们的决策变量的尺寸是独立的实验的时间范围。因此,我们的方法可以从大数据集的控制设计。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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