We present a robust data-driven control scheme for an unknown linear system model with bounded process and measurement noise. Instead of depending on a system model in traditional predictive control, a controller utilizing data-driven reachable regions is proposed. The data-driven reachable regions are based on a matrix zonotope recursion and are computed based on only noisy input-output data of a trajectory of the system. We assume that measurement and process noise are contained in bounded sets. While we assume knowledge of these bounds, no knowledge about the statistical properties of the noise is assumed. In the noise-free case, we prove that the presented purely data-driven control scheme results in an equivalent closed-loop behavior to a nominal model predictive control scheme. In the case of measurement and process noise, our proposed scheme guarantees robust constraint satisfaction, which is essential in safety-critical applications. Numerical experiments show the effectiveness of the proposed data-driven controller in comparison to model-based control schemes.

This paper is accepted at European Journal of Control