On Data-Driven Control: Informativity of Noisy Input-Output Data With Cross-Covariance Bounds

In this letter we develop new data informativity based controller synthesis methods that extend existing frameworks in two relevant directions: a more general noise characterization in terms of cross-covariance bounds and informativity conditions for control based on input-output data. Previous works have derived necessary and sufficient informativity conditions for noisy input-state data with quadratic noise bounds via an S-procedure. Although these bounds do not capture cross-covariance bounds in general, we show that the S-procedure is still applicable for obtaining non-conservative conditions on the data. Informativity-conditions for stability, H-infinity and H-2 control are developed, which are sufficient for input-output data and also necessary for input-state data. Simulation experiments illustrate that cross-covariance bounds can be less conservative for informativity, compared to norm bounds typically employed in the literature.