Direct 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. Subsequently, controllers guaranteeing bounded closed-loop trajectories, optimal performance and robustness to process and measurement noise are designed via convex feasibility and optimisation problems involving purely data-dependent linear matrix inequalities. For the special case of periodically time-varying systems, performance guarantees are achieved over an infinite horizon, based on data collected over a single, finite duration experiment. The results are demonstrated by means of an illustrative academic example and a practically motivated example involving a voltage source converter.