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20212026
most citedOn a Stochastic Fundamental Lemma and Its Use for Data-Driven Optimal Control

58 citations · 99 across the 9 of their papers we have counts for

collaborators

11 papers

eess.SY2026

Optimal energy conversion -- A port-Hamiltonian approach

Guanru Pan, Karl Worthmann, Manuel Schaller +1

This paper studies optimal energy conversion in port-Hamiltonian systems. We analyze state- and control-constrained finite-horizon optimal control problems that maximize energy con…

eess.SY2026

Uncertainty Propagation under Residual Disturbances: A Smart-Home Case Study

Guanru Pan, Dirk Reinhardt, Sebastien Gros +1

This paper presents a data-driven framework for uncertainty propagation under unmeasured or statistically unmodeled (unstructured) disturbances. We consider residual disturbances,…

math.OC2025

Concave Comparison Functions for Accelerating Constrained Lyapunov Decay

Shuyuan Fan, Guanru Pan, Herbert Werner

What limits how fast a Lyapunov function can decay under input bounds? We address this question by showing how the shape of Lyapunov comparison functions governs guaranteed decay f…

eess.SY2025

A Stochastic Fundamental Lemma with Reduced Disturbance Data Requirements

Ruchuan Ou, Guanru Pan, Timm Faulwasser

Recently, the fundamental lemma by Willems et al. has been extended towards stochastic LTI systems subject to process disturbances. Using this lemma requires previously recorded da…

eess.SY2023★ 10 cited

Distributionally robust uncertainty quantification via data-driven stochastic optimal control

Guanru Pan, Timm Faulwasser

This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is…

eess.SY2022★ 15 cited

Towards data-driven stochastic predictive control

Guanru Pan, Ruchuan Ou, Timm Faulwasser

Data-driven predictive control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, little…

eess.SY2022★ 4 cited

Data-driven Stochastic Output-Feedback Predictive Control: Recursive Feasibility through Interpolated Initial Conditions

Guanru Pan, Ruchuan Ou, Timm Faulwasser

The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitabl…

eess.SY2022★ 3 cited

On Data-Driven Stochastic Output-Feedback Predictive Control

Guanru Pan, Ruchuan Ou, Timm Faulwasser

The fundamental lemma by Jan C. Willems and co-authors enables the representation of all input-output trajectories of a linear time-invariant system by measured input-output data.…

math.OC2022★ 9 cited

NMPC in Active Subspaces: Dimensionality Reduction with Recursive Feasibility Guarantees

Guanru Pan, Timm Faulwasser

Dimensionality reduction of decision variables is a practical and classic method to reduce the computational burden in linear and Nonlinear Model Predictive Control (NMPC). Availab…

math.OC2022

Behavioral Theory for Stochastic Systems? A Data-driven Journey from Willems to Wiener and Back Again

Timm Faulwasser, Ruchuan Ou, Guanru Pan +2

The fundamental lemma by Jan C. Willems and co-workers, which is deeply rooted in behavioral systems theory, has become one of the supporting pillars of the recent progress on data…

eess.SY2021★ 58 cited

On a Stochastic Fundamental Lemma and Its Use for Data-Driven Optimal Control

Guanru Pan, Ruchuan Ou, Timm Faulwasser

Data-driven control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, besides measureme…