Optimistic robust linear quadratic dual control

Autor:	Umenberger, Jack, Schon, Thomas B.
Rok vydání:	2019
Předmět:	Mathematics - Optimization and Control Computer Science - Machine Learning
Druh dokumentu:	Working Paper
Popis:	Recent work by Mania et al. has proved that certainty equivalent control achieves nearly optimal regret for linear systems with quadratic costs. However, when parameter uncertainty is large, certainty equivalence cannot be relied upon to stabilize the true, unknown system. In this paper, we present a dual control strategy that attempts to combine the performance of certainty equivalence, with the practical utility of robustness. The formulation preserves structure in the representation of parametric uncertainty, which allows the controller to target reduction of uncertainty in the parameters that `matter most' for the control task, while robustly stabilizing the uncertain system. Control synthesis proceeds via convex optimization, and the method is illustrated on a numerical example. Comment: Preprint submitted to L4DC 2020. 11 pages. 1 figure
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1912.13143 Zobrazit plný text záznamu View this record from Arxiv