Data-Driven Superstabilizing Control under Quadratically-Bounded Errors-in-Variables Noise
Fuente:
arXiv
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866914801380229120 |
|---|---|
| author | Miller, Jared Dai, Tianyu Sznaier, Mario |
| author_facet | Miller, Jared Dai, Tianyu Sznaier, Mario |
| contents | The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback stabilizing control of all discrete-time linear systems that are consistent with observed data for which the input and measurement noise obey quadratic bounds. Instances of such quadratic bounds include elementwise norm bounds (at each time sample), energy bounds (across the entire signal), and chance constraints arising from (sub)gaussian noise. Superstabilizing controllers are generated through the solution of a sum-of-squares hierarchy of semidefinite programs. A theorem of alternatives is employed to eliminate the input and measurement noise process, thus improving tractability. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_03624 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Data-Driven Superstabilizing Control under Quadratically-Bounded Errors-in-Variables Noise Miller, Jared Dai, Tianyu Sznaier, Mario Optimization and Control Systems and Control The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback stabilizing control of all discrete-time linear systems that are consistent with observed data for which the input and measurement noise obey quadratic bounds. Instances of such quadratic bounds include elementwise norm bounds (at each time sample), energy bounds (across the entire signal), and chance constraints arising from (sub)gaussian noise. Superstabilizing controllers are generated through the solution of a sum-of-squares hierarchy of semidefinite programs. A theorem of alternatives is employed to eliminate the input and measurement noise process, thus improving tractability. |
| title | Data-Driven Superstabilizing Control under Quadratically-Bounded Errors-in-Variables Noise |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2403.03624 |