[HTML][HTML] Behavioral theory for stochastic systems? A data-driven journey from Willems to Wiener and back again

T Faulwasser, R Ou, G Pan, P Schmitz… - Annual Reviews in …, 2023 - Elsevier
The fundamental lemma by Jan C. Willems and co-workers is deeply rooted in behavioral
systems theory and it has become one of the supporting pillars of the recent progress on …

On a stochastic fundamental lemma and its use for data-driven optimal control

G Pan, R Ou, T Faulwasser - IEEE Transactions on Automatic …, 2022 - ieeexplore.ieee.org
Data-driven control based on the fundamental lemma by Willems et al. is frequently
considered for deterministic linear time invariant (LTI) systems subject to measurement …

Towards data‐driven stochastic predictive control

G Pan, R Ou, T Faulwasser - International Journal of Robust …, 2022 - Wiley Online Library
Data‐driven predictive control based on the fundamental lemma by Willems et al. is
frequently considered for deterministic LTI systems subject to measurement noise. However …

Data-driven stochastic output-feedback predictive control: Recursive feasibility through interpolated initial conditions

G Pan, R Ou, T Faulwasser - Learning for Dynamics and …, 2023 - proceedings.mlr.press
This paper investigates data-driven output-feedback predictive control of linear systems
subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable …

Data-driven multiple shooting for stochastic optimal control

R Ou, G Pan, T Faulwasser - IEEE Control Systems Letters, 2022 - ieeexplore.ieee.org
The implementation of data-driven predictive control schemes based on Willems'
fundamental lemma often relies on a single-shooting approach, ie, it uses one large Hankel …

Dissipativity and optimal control: Examining the turnpike phenomenon

L Grüne - IEEE Control Systems Magazine, 2022 - ieeexplore.ieee.org
This article describes the manifold relationships dissipativity and optimal control, with a
focus on recent developments. In the early days of dissipativity theory, the questions “how …

Turnpike properties of optimal boundary control problems with random linear hyperbolic systems

M Gugat, M Herty - ESAIM: Control, Optimisation and Calculus of …, 2023 - esaim-cocv.org
In many applications, in systems that are governed by linear hyperbolic partial differential
equations some of the problem parameters are uncertain. If information about the probability …

On data-driven stochastic output-feedback predictive control

G Pan, R Ou, T Faulwasser - IEEE Transactions on Automatic …, 2024 - ieeexplore.ieee.org
The fundamental lemma by Jan C. Willems and co-authors enables the representation of all
input-output trajectories of a linear time-invariant system by measured input-output data …

[PDF][PDF] On a stochastic fundamental lemma and its use for data-driven MPC

G Pan, R Ou, T Faulwasser - arXiv preprint arXiv:2111.13636, 2021 - academia.edu
Data-driven Model Predictive Control (MPC) based on the fundamental lemma by Willems et
al. has shown promising results for deterministic LTI systems subject to measurement noise …

Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems

J Schießl, R Ou, T Faulwasser… - 2023 62nd IEEE …, 2023 - ieeexplore.ieee.org
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic
optimal control problems. Our analysis is based on a novel strict dissipativity notion for such …