Determining optimal input-output properties: a data-driven approach

DOI10.1016/J.AUTOMATICA.2021.109906zbMATH Open1478.93120arXiv2002.03882OpenAlexW3204073534MaRDI QIDQ2665713FDOQ2665713

Frank Allgöwer, Johannes Köhler, Julian Berberich, A. Koch

Publication date: 19 November 2021

Published in: Automatica (Search for Journal in Brave)

Abstract: Due to their relevance in systems analysis and (robust) controller design, we consider the problem of determining control-theoretic system properties of an a priori unknown system from data only. More specifically, we introduce a necessary and sufficient condition for a discrete-time linear time-invariant system to satisfy a given integral quadratic constraint (IQC) over a finite time horizon using only one input-output trajectory of finite length. Furthermore, for certain classes of IQCs, we provide convex optimization problems in form of semidefinite programs (SDPs) to retrieve the optimal, i.e. the tightest, system property description that is satisfied by the unknown system. Finally, we provide bounds on the difference between finite and infinite horizon IQCs and illustrate the effectiveness of the proposed scheme in a variety of simulation studies including noisy measurements and a high dimensional system.

Full work available at URL: https://arxiv.org/abs/2002.03882

zbMATH Keywords

estimationlinear systemsintegral quadratic constraintsdata-based controlinput-output methodsdata-driven systems analysissystem identification for control

Mathematics Subject Classification ID

Semidefinite programming (90C22) System identification (93B30) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55)

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Cited In (2)

• Survey of input optimization¹
• Minimum input design for direct data-driven property identification of unknown linear systems

Uses Software

• YALMIP
• MPT
• Robotics
• benchmodred

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