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arXiv · 2510.06153

Robust Data-Driven Receding Horizon Control

Jian Zheng·Sahand Kiani·Mario Sznaier·Constantino Lagoa
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Abstract

This paper presents a data-driven receding horizon control framework for discrete-time linear systems that guarantees robust performance in the presence of bounded disturbances. Unlike the majority of existing data-driven predictive control methods, which rely on Willem's fundamental lemma, the proposed method enforces set-membership constraints for data-driven control and utilizes execution data to iteratively refine a set of compatible systems online. Numerical results demonstrate that the proposed receding horizon framework achieves better contractivity for the unknown system compared with regular data-driven control approaches.

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Jian Zheng, Sahand Kiani, Mario Sznaier, Constantino Lagoa. 2025-10-07. Robust Data-Driven Receding Horizon Control. https://arxiv.org/abs/2510.06153

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