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arXiv 2011.10674math.OCcs.LGcs.SYeess.SY
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数据驱动的系统级综合

Data-Driven System Level Synthesis

University of Pennsylvania(宾夕法尼亚大学)

Anton Xue, Nikolai Matni

摘要:

我们建立数据驱动版本的系统级综合(SLS)参数化的可实现的闭环系统响应的线性定常系统在有限的地平线。最近的工作的启发,数据驱动的控制,利用工具从行为理论,我们表明,最优化问题的系统响应,可以构成只使用过去的系统轨迹库,没有明确确定一个系统模型。我们首先考虑无噪声轨迹的理想化设置,并显示传统和数据驱动的SLS之间的确切等价性。然后,我们表明,在由过程噪声驱动的系统的情况下,来自鲁棒SLS的工具可以用来表征噪声对闭环性能的影响,并进一步利用来自矩阵集中的工具来表明,可以使用简单的轨迹平均技术来减轻这些影响。最后,我们的数值实验表明我们的方法的合理性。

英文摘要:

We establish data-driven versions of the System Level Synthesis (SLS) parameterization of achievable closed-loop system responses for a linear-time-invariant system over a finite-horizon. Inspired by recent work in data-driven control that leverages tools from behavioral theory, we show that optimization problems over system-responses can be posed using only libraries of past system trajectories, without explicitly identifying a system model. We first consider the idealized setting of noise free trajectories, and show an exact equivalence between traditional and data-driven SLS. We then show that in the case of a system driven by process noise, tools from robust SLS can be used to characterize the effects of noise on closed-loop performance, and further draw on tools from matrix concentration to show that a simple trajectory averaging technique can be used to mitigate these effects. We end with numerical experiments showing the soundness of our methods.

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