Data-Driven Control: Solving Some Classical Problems of Control Theory

This paper is devoted to data-driven control methods for discrete linear time-invariant systems based on controller design from finite sets of input-output measurements of a system with unknown matrices. The discussed approach is also characterized by the use of linear matrix inequalities. We consider methods based on the Fundamental Lemma and the concept of Data Informativity for quadratic stabilization of a system (with exact data and in the case of bounded exogenous disturbances affecting the system), optimal linear quadratic regulator design, and H2- and H∞-optimal control design. The application features of the methods are considered; their advantages and disadvantages are discussed; and numerical examples are provided to illustrate their performance.