The authors derive LMI and SDP conditions for data-driven LQR from noisy state measurements, but the proofs rely on unstated independence assumptions and the optimality claim is not tied to the true system.
Bridging direct and indirect data-driven control formulations via regularizations and relaxations,
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Direct Data Driven Control Using Noisy Measurements
The authors derive LMI and SDP conditions for data-driven LQR from noisy state measurements, but the proofs rely on unstated independence assumptions and the optimality claim is not tied to the true system.