DATA-DRIVEN OPTIMAL CONTROL WITH STATES AND INPUT CONSTRAINTS FOR LTI SYSTEMS

Abstract

The development of Artificial Intelligence over the last decade has shifted the research directions in control engineering field, from model-based approach to data-driven approach. The crucial question the needs to be answered in the latter approach is to guarantee the provability safety and stability of the closed-loop systems as well as the states and input constraints. The controller design method using Willems’ lemma has been showed to guarantee stability for the data-driven control systems. This paper proposed an extension of the results to the case of optimal control problem under the states and input constraints. Specifically, the problem is formulated as Linear Matrix Inequalities (LMIs), which can be solved by current available toolboxes. The proposed method is illustrated by a numerical example simulated in Matlab.