Data-driven parameterizations of suboptimal LQR and H2 controllers

Abstract

In this paper we design suboptimal control laws for an unknown linear system on the basis of measured data. We focus on the suboptimal linear quadratic regulator problem and the suboptimal H2 control problem. For both problems, we establish conditions under which a given data set contains sufficient information for controller design. We follow up by providing a data-driven parameterization of all suboptimal controllers. We will illustrate our results by numerical simulations, which will reveal an interesting trade-off between the number of collected data samples and the achieved controller performance.