Data-Driven Minimum-Energy Controls for Linear Systems (1902.02228v2)

Abstract: In this paper we study the problem of computing minimum-energy controls for linear systems from experimental data. The design of open-loop minimum-energy control inputs to steer a linear system between two different states in finite time is a classic problem in control theory, whose solution can be computed in closed form using the system matrices and its controllability Gramian. Yet, the computation of these inputs is known to be ill-conditioned, especially when the system is large, the control horizon long, and the system model uncertain. Due to these limitations, open-loop minimum-energy controls and the associated state trajectories have remained primarily of theoretical value. Surprisingly, in this paper we show that open-loop minimum-energy controls can be learned exactly from experimental data, with a finite number of control experiments over the same time horizon, without knowledge or estimation of the system model, and with an algorithm that is significantly more reliable than the direct model-based computation. These findings promote a new philosophy of controlling large, uncertain, linear systems where data is abundantly available.