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Found 5 papers, 0 papers with code
Distributionally robust uncertainty quantification via data-driven stochastic optimal control
This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution.
Towards data-driven stochastic predictive control
Data-driven predictive control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise.
Data-driven Stochastic Output-Feedback Predictive Control: Recursive Feasibility through Interpolated Initial Conditions
The stochastic variant of the lemma is applicable to a large class of linear dynamics subject to stochastic disturbances of Gaussian and non-Gaussian nature.
On Data-Driven Stochastic Output-Feedback Predictive Control
Building on a stochastic variant of the fundamental lemma, this paper presents a data-driven output-feedback predictive control scheme for stochastic Linear Time-Invariant (LTI) systems.
On a Stochastic Fundamental Lemma and Its Use for Data-Driven Optimal Control
Data-driven control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise.
