Direct data-driven recursive controller unfalsification with analytic update

Unfalsified control is a data-driven, plant-model-free controller design method, which recursively falsifies controllers that fail to meet the specified performance requirement. In ellipsoidal unfalsified control, the region of controllers that are unfalsified, the unfalsified set, is described by an ellipsoid. Due to the combination of the performance requirement and controller structure, the approximate update of the unfalsified set can be computed analytically, resulting in a computationally cheap algorithm. Conditions for stability of ellipsoidal unfalsified control are presented, and the effectiveness of the proposed algorithm is shown in a simulation.