Data-driven simulation and control

Classical linear time-invariant system simulation methods are based on a transfer function, impulse response, or input/state/output representation. We present a method for computing the response of a system to a given input and initial conditions directly from a trajectory of the system, without explicitly identifying the system from the data. Similar to the classical approach for simulation, the classical approach for control is model-based: first a model representation is derived from given data of the plant and then a control law is synthesised using the model and the control specifications. We present an approach for computing a linear quadratic tracking control signal that circumvents the identification step. The results are derived assuming exact data and the simulated response or control input is constructed off-line.