From Noisy Data to Feedback Controllers: Nonconservative Design via a Matrix S-Lemma

Henk van Waarde*, Kanat Camlibel, Mehran Mesbahi

*Bijbehorende auteur voor dit werk

OnderzoeksoutputAcademicpeer review

89 Citaten (Scopus)
194 Downloads (Pure)


In this article, we propose a new method to ob-
tain 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 article. We provide both strict and nonstrict versions
of this S-lemma, which are of interest in their own right.
Thereafter, we will apply these results to data-driven con-
trol. In particular, we will derive nonconservative design
methods for quadratic stabilization, H2 and H∞ 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 datasets.
Originele taal-2English
Pagina's (van-tot)162-175
Aantal pagina's14
TijdschriftIEEE Transactions on Automatic Control
Nummer van het tijdschrift1
StatusPublished - 1-jan.-2022

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