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The concept of dissipativity, as introduced by Jan Willems, is one of the cornerstones of systems and control theory. Typically, dissipativity properties are verified by resorting to a mathematical model of the system under consideration. In this paper, we aim at assessing dissipativity by computing storage functions for linear systems directly from measured data. As our main contributions, we provide conditions under which dissipativity can be ascertained from a finite collection of noisy data samples. Three different noise models will be considered that can capture a variety of situations, including the cases that the data samples are noise-free, the energy of the noise is bounded, or the individual noise samples are bounded. All of our conditions are phrased in terms of data-based linear matrix inequalities, which can be readily solved using existing software packages.
We extend Polyaks theorem on the convexity of joint numerical range from three to any number of quadratic forms on condition that they can be generated by three quadratic forms with a positive definite linear combination. Our new result covers the fu
We unify nonlinear Farkas lemma and S-lemma to a generalized alternative theorem for nonlinear nonconvex system. It provides fruitful applications in globally solving nonconvex non-quadratic optimization problems via revealing the hidden convexity.
Recently, the bound and continuum spectrum of 11Be has been calculated within the ab-initio no-core shell model with continuum (NCSMC) method successfully reproducing the parity inversion in the ground state. The continuum spectrum obtained is in agr
The use of persistently exciting data has recently been popularized in the context of data-driven analysis and control. Such data have been used to assess system theoretic properties and to construct control laws, without using a system model. Persis
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available methods critic