Data-Driven Control for Deterministic and Stochastic Systems

Dynamic systems can often be described using algebraic and/or differential equations derived from first principles. We are interested in describing behaviors of various systems using available data in form of input-output measurements and/or disturbance estimates. Specifically, we focus on developing novel model-free control approaches and benchmarks to test their performance against either existing methods or model-based controllers.

In many real-world applications, stochastic disturbances pose significant challenges, such as distributed energy systems facing uncertain wind speed and renewable energy generation, or building control systems dealing with uncertain weather conditions and occupancy. The presence of stochastic disturbances can severely deteriorate both the performance and safety of the system. However, extending the framework of data-driven control to stochastic systems—where uncertainties must be explicitly accounted for—remains an open problem. In this context, another focus of our work centers on addressing this challenge.

References

[1] Ou, R., Pan, G., and Faulwasser, T., 2025. A stochastic fundamental lemma with reduced disturbance data requirements, arXiv Preprint.

[2] Molodchyk, O., Schmitz, P., Engelmann, A., Worthmann, K., and Faulwasser, T., 2025. Towards Data-Driven Multi-Stage OPF. arXiv Preprint, accepted for IEEE PES PowerTech Conference.

[3] Pan, G., Ou, R., and Faulwasser, T., 2024. On data-driven stochastic output-feedback predictive control, IEEE Transactions on Automatic Control.

[4] Molodchyk, O., and Faulwasser, T., 2024. Exploring the links between the fundamental lemma and kernel regression, IEEE Control Systems Letters.

[5] Özmeteler, M. B., Bilgic, D., Pan, G., Koch, A., and Faulwasser, T., 2024. Data-driven uncertainty propagation for stochastic predictive control of multi-energy systems, European Journal of Control.

[6] Faulwasser, T., Ou, R., Pan, G., Schmitz, P., and Worthmann, K., 2023. Behavioral theory for stochastic systems? A data-driven journey from Willems to Wiener and back again, Annual Reviews in Control.

[7] Ou, R., Pan, G., and Faulwasser, T., 2023. Data-driven multiple shooting for stochastic optimal control, IEEE Control Systems Letters.

[8] Pan, G., and Faulwasser, T., 2023. Distributionally robust uncertainty quantification via data-driven stochastic optimal control, IEEE Control Systems Letters.

[9] Pan, G., Ou, R., and Faulwasser, T., 2023. On a stochastic fundamental lemma and its use for data-driven optimal control, IEEE Transactions on Automatic Control.

[10] Bilgic, D., Koch, A., Pan, G., and Faulwasser, T., 2022. Toward data-driven predictive control of multi-energy distribution systems, Electric Power Systems Research.