2.0SYJul 3
Direct Data Driven Natural Gradient Descent for ControlRamin Esmzad, Farnaz Adib Yaghmaie, Bahare Kiumarsi et al.
This paper introduces a novel direct data-driven control framework based on Natural Gradient Descent (NGD) to design interpretable and robust closed-loop policies without requiring explicit model identification. We propose two data-driven NGD formulations that incorporate the closed-loop covariance matrix through the Fisher Information Matrix (FIM), allowing gradient updates to be preconditioned according to the system's intrinsic uncertainty. Leveraging two distinct data-based parameterizations of the closed-loop system, our method enables stability-guaranteed policy synthesis directly from data. We provide theoretical guarantees for contraction and convergence using semidefinite programs (SDPs) and validate our framework in both simulations and on hardware on a ROSbot XL platform. The results demonstrate intuitive features compared to linear-quadratic regulator (LQR) and standard data-driven baselines, particularly in terms of convergence speed, robustness, and control interpretability. This work bridges the gap between trajectory-oriented natural gradient methods and practical data-driven control design.
1.2SYMay 9, 2025
Direct Data Driven Control Using Noisy MeasurementsRamin Esmzad, Gokul S. Sankar, Teawon Han et al.
This paper presents a novel direct data-driven control framework for solving the linear quadratic regulator (LQR) under disturbances and noisy state measurements. The system dynamics are assumed unknown, and the LQR solution is learned using only a single trajectory of noisy input-output data while bypassing system identification. Our approach guarantees mean-square stability (MSS) and optimal performance by leveraging convex optimization techniques that incorporate noise statistics directly into the controller synthesis. First, we establish a theoretical result showing that the MSS of an uncertain data-driven system implies the MSS of the true closed-loop system. Building on this, we develop a robust stability condition using linear matrix inequalities (LMIs) that yields a stabilizing controller gain from noisy measurements. Finally, we formulate a data-driven LQR problem as a semidefinite program (SDP) that computes an optimal gain, minimizing the steady-state covariance. Extensive simulations on benchmark systems -- including a rotary inverted pendulum and an active suspension system -- demonstrate the superior robustness and accuracy of our method compared to existing data-driven LQR approaches. The proposed framework offers a practical and theoretically grounded solution for controller design in noise-corrupted environments where system identification is infeasible.