This book provides a comprehensive framework for data-driven modeling, system analysis and control design. The focus is on discrete-time linear systems and (noisy) time series data. Based on the concept of data informativity, a mathematical theory is developed that showcases conditions on the data required to solve a large variety of systems and control problems. In addition, concrete design methods are pro ...Full description
This book provides a comprehensive framework for data-driven modeling, system analysis and control design. The focus is on discrete-time linear systems and (noisy) time series data. Based on the concept of data informativity, a mathematical theory is developed that showcases conditions on the data required to solve a large variety of systems and control problems. In addition, concrete design methods are provided that highlight how controllers and models can be readily obtained from informative data.