Data-Driven Structured Controller Design Using the Matrix S-Procedure

Abstract: This paper focuses on the data-driven optimal structured controller design for discrete-time linear time-invariant (LTI) systems, considering both $H_2$ performance and $H_\infty$ performance. For each metric, we propose reliable and promising algorithms for (i) model-based structured control, (ii) data-driven unstructured control, and (iii) data-driven structured control. For the model-based control, we introduce a linearization technique that transforms the original nonconvex problem into a semidefinite programming (SDP) problem. Based on this transformation, we develop an iterative linear matrix inequality (ILMI) algorithm. For the data-driven unstructured control, we describe a set of all possible system matrices that can generate the sequence of collected data. Additionally, we propose a sufficient condition to handle all possible system matrices using the matrix S-procedure. The data-driven structured control is followed by combining the previous two cases. We compare our methods with those in the existing literature and demonstrate our superiority via several numerical simulations.