Data-Driven Control of Linear Time-Varying Systems.

An identification-free control design strategy for discrete-time linear time-varying systems with unknown dynamics is introduced. The closed-loop system (under state feedback) is parametrised with data-dependent matrices obtained from an ensemble of input-state trajectories collected offline. This data-driven system representation is used to classify control laws yielding trajectories which satisfy a certain bound and to solve the linear quadratic regulator problem - both using data-dependent linear matrix inequalities only. The results are illustrated by means of a numerical example.