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Data-Driven Structured Control for Continuous-Time LTI Systems

Zhaohua Yang, Yuxing Zhong, Ling Shi

TL;DR

The paper addresses data-driven design of structured controllers for continuous-time LTI systems with unknown dynamics $(A,B)$. It constructs a minimal matrix ellipsoid $\Phi$ to enclose all system matrices consistent with collected data and bounded disturbance, and then develops SDP-based linearizations to enforce a prescribed sparsity pattern $K\in S$ for three objectives: stabilization, $H_2$, and $H_\infty$ performance. An iterative algorithm alternates between solving relaxed SDPs and updating the structured gain to achieve recursive feasibility and reduced structure violation, outperforming prior discrete-time approaches in feasibility under data noise. Simulations on a mass-spring chain illustrate effective stabilization and performance bounds under varying data lengths and disturbance levels, highlighting practical impact for continuous-time data-driven control with structure constraints.

Abstract

This paper addresses the data-driven structured controller design problem for continuous-time linear time-invariant (LTI) systems. We consider three control objectives, including stabilization, $H_2$ performance, and $H_\infty$ performance. Using the collected data, we construct a minimal matrix ellipsoid that contains all admissible system matrices. We propose some linearization techniques that enable us to incorporate the structural constraint on the controller, which motivates an iterative algorithm for each control objective. Finally, we provide some numerical examples to demonstrate the effectiveness of the proposed methods.

Data-Driven Structured Control for Continuous-Time LTI Systems

TL;DR

The paper addresses data-driven design of structured controllers for continuous-time LTI systems with unknown dynamics . It constructs a minimal matrix ellipsoid to enclose all system matrices consistent with collected data and bounded disturbance, and then develops SDP-based linearizations to enforce a prescribed sparsity pattern for three objectives: stabilization, , and performance. An iterative algorithm alternates between solving relaxed SDPs and updating the structured gain to achieve recursive feasibility and reduced structure violation, outperforming prior discrete-time approaches in feasibility under data noise. Simulations on a mass-spring chain illustrate effective stabilization and performance bounds under varying data lengths and disturbance levels, highlighting practical impact for continuous-time data-driven control with structure constraints.

Abstract

This paper addresses the data-driven structured controller design problem for continuous-time linear time-invariant (LTI) systems. We consider three control objectives, including stabilization, performance, and performance. Using the collected data, we construct a minimal matrix ellipsoid that contains all admissible system matrices. We propose some linearization techniques that enable us to incorporate the structural constraint on the controller, which motivates an iterative algorithm for each control objective. Finally, we provide some numerical examples to demonstrate the effectiveness of the proposed methods.
Paper Structure (12 sections, 6 theorems, 43 equations, 4 tables, 2 algorithms)

This paper contains 12 sections, 6 theorems, 43 equations, 4 tables, 2 algorithms.

Key Result

Lemma 1

The closed-loop matrix $A+BK$ is stable if and only if there exists a positive definite matrix $P\succ0$ such that

Theorems & Definitions (8)

  • Lemma 1: scherer2002multiobjective
  • Lemma 2: scherer2002multiobjective
  • Lemma 3: scherer2002multiobjective
  • Remark 1
  • Proposition 1: bisoffi2022data
  • Theorem 1
  • Theorem 2
  • Remark 2