Sampling Strategies for Data-Driven Inference of Input-Output System Properties

Abstract

Due to their relevance in controller design, we consider the problem of determining the ${\mathcal{L}}^2$-gain, passivity properties and conic relations of an input-output system. While, in practice, the input-output relation is often undisclosed, input-output data tuples can be sampled by performing (numerical) experiments. Hence, we present sampling strategies for discrete time and continuous time linear time-invariant systems to iteratively determine the ${\mathcal{L}}^2$-gain, the shortage of passivity and the cone with minimal radius that the input-output relation is confined to. These sampling strategies are based on gradient dynamical systems and saddle point flows to solve the reformulated optimization problems, where the gradients can be evaluated from only input-output data samples. This leads us to evolution equations, whose convergence properties are then discussed in continuous time and discrete time.

This is the author's version of an article that has been published in IEEE Transactions on Automatic Control. The final version of record is available at http://dx.doi.org/10.1109/TAC.2020.2994894