Controller Design for Robust Invariance From Noisy Data

For an unknown linear system, starting from noisy input-state data collected during a finite-length experiment, we directly design a linear feedback controller that guarantees robust invariance of a given polyhedral set of the state in the presence of disturbances. The main result is a necessary and sufficient condition for the existence of such a controller, and amounts to the solution of a linear program. The benefits of large and rich datasets for the solution of the problem are discussed. We numerically illustrate the method on a simplified platoon of two vehicles.