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A Matrix Finsler's Lemma with Applications to Data-Driven Control

In a recent paper it was shown how a matrix S-lemma can be applied to construct controllers from noisy data. The current paper complements these results by proving a matrix version of the classical Finsler's lemma. This matrix Finsler's lemma provides a tractable condition under which all...

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Bibliographic Details
Main Authors: van Waarde, Henk J., Kanat Camlibel, M.
Format: Conference Proceeding
Language:English
Subjects:
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Summary:In a recent paper it was shown how a matrix S-lemma can be applied to construct controllers from noisy data. The current paper complements these results by proving a matrix version of the classical Finsler's lemma. This matrix Finsler's lemma provides a tractable condition under which all matrix solutions to a quadratic equality also satisfy a quadratic inequality. We will apply this result to bridge known data- driven control design techniques for both exact and noisy data, thereby revealing a more general theory. The result is also applied to data-driven control of Lur'e systems.
ISSN:2576-2370
DOI:10.1109/CDC45484.2021.9683285