On a Stochastic Fundamental Lemma and Its Use for Data-Driven Optimal Control - Pan, Guanru; Ou, Ruchuan; Faulwasser, Timm (IEEE transactions on automatic control, 2023)
Keywords: Control data (computers); Data-driven control; fundamental lemma; learning systems; Linear systems; model predictive control; Noise measurement; Numerical prediction; Optimal control; polynomial chaos; Polynomials; Predictive control; Random variables; Statistical distributions; Stochastic processes; Stochastic systems; Trajectory; Uncertainty; uncertainty quantification