Probabilistic stabilizability certificates for a class of black-box linear systems

We provide out-of-sample certificates on the controlled invariance property of a given set with respect to a class of black-box linear systems generated by a possibly inexact quantification of some parameters in the state-space matrices. By exploiting a set of realizations of those undetermined para...

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Bibliographic Details
Main Authors: Fabiani, F, Margellos, K, Goulart, PJ
Format: Journal article
Language:English
Published: IEEE 2021
Description
Summary:We provide out-of-sample certificates on the controlled invariance property of a given set with respect to a class of black-box linear systems generated by a possibly inexact quantification of some parameters in the state-space matrices. By exploiting a set of realizations of those undetermined parameters, verifying the controlled invariance property of the given set amounts to a linear program, whose feasibility allows us to establish an a-posteriori probabilistic certificate on the controlled invariance property of such a set with respect to the unknown linear time-invariant dynamics. We apply this framework to the control of a networked system with unknown weighted graph.