A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time-invariant (LTI) systems with unknown dynamics purely from data. While most data-driven predictive control literature focuses on robustness with respect to measurement noise. only a few works consider exploiting probabilist... https://www.marcelovicente.com/product-category/smoothing-cream/