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Forgetting While Remembering, an Invariant Online Data-Driven Predictive Control Formulation
Low signal-to-noise ratio (SNR) data is a core challenge of online Data-Driven Predictive Control (DPC) for linear, time-varying systems. This paper proposes a Bayesian, online DPC framework based on autoregressive models with exogenous inputs (ARX) that uses an externally-provided prior, which enco
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