This paper introduces a novel direct data-driven control framework based on Natural Gradient Descent (NGD) to design interpretable and robust closed-loop policies without requiring explicit model identification. We propose two data-driven NGD formulations that incorporate the closed-loop covariance matrix through the Fisher Information Matrix (FIM), allowing gradient updates to be preconditioned according to the system's intrinsic uncertainty. Leveraging two distinct data-based parameterizations of the closed-loop system, our method enables stability-guaranteed policy synthesis directly from data. We provide theoretical guarantees for contraction and convergence using semidefinite programs (SDPs) and validate our framework in both simulations and on hardware on a ROSbot XL platform. The results demonstrate intuitive features compared to linear-quadratic regulator (LQR) and standard data-driven baselines, particularly in terms of convergence speed, robustness, and control interpretability. This work bridges the gap between trajectory-oriented natural gradient methods and practical data-driven control design.
Data-driven control methods, like Data-enabled Predictive Control (DeePC), are often formulated for linear systems, where the principle of superposition allows global system behavior to be inferred from locally collected data through Willems' fundamental lemma. This principle doe…
Understanding how to collect data that is meaningful for control purposes is of paramount importance in data-driven control. While existing approaches have primarily relied on the satisfaction of a rank condition to assess the quality of an experiment, we show that satisfying it…
This paper discusses the data-driven model matching problem. In particular, this paper focuses on two-degree-of-freedom control systems, and consider to design feedforward controller from input-output data. An intuitive solution to this problem would be identifying the optimal co…
We propose a stochastic behavioral modeling framework, termed Gaussian behaviors, which augments a deterministic linear time-invariant (LTI) behavior with a Gaussian noise component. We show that this notion is a tractable subclass of stochastic behaviors and encompasses classica…
In data-driven nonlinear control, optimal controllers designed from learned models are inevitably subject to model mismatch when deployed on actual systems, potentially compromising both closed-loop stability and optimality. This paper investigates how the model mismatch propagat…
In this paper, we provide a theoretical analysis of the closed-loop properties of a data-driven kernel-based predictive control (DDKPC) scheme developed solely from input-output data. The proposed formulation integrates a robust data-driven predictive control framework with a mul…