Alessandro Chiuso

Forgetting While Remembering, an Invariant Online Data-Driven Predictive Control Formulation

Low signal-to-noise ratio (SNR) data is a core challenge of online Data-Driven Predictive Control (DPC) for linear, time-varying systems. This paper proposes a Bayesian, online DPC framework based on autoregressive models with exogenous inputs (ARX) that uses an externally-provided prior, which encodes inductive bias s...