Policy Gradient Methods for Designing Dynamic Output Feedback Controllers

Autor:	Sadamoto, Tomonori, Hirai, Takumi
Rok vydání:	2022
Předmět:	Electrical Engineering and Systems Science - Systems and Control
Druh dokumentu:	Working Paper
Popis:	This paper proposes model-based and model-free policy gradient methods (PGMs) for designing dynamic output feedback controllers for discrete-time partially observable systems. To fulfill this objective, we first show that any dynamic output feedback controller design is equivalent to a state-feedback controller design for a newly introduced system whose internal state is a finite-length input-output history (IOH). Next, based on this equivalency, we propose a model-based PGM and show its global linear convergence by proving that the Polyak-Lojasiewicz inequality holds for a reachability-based lossless projection of the IOH dynamics. Moreover, we propose two model-free implementations of the PGM: the multi- and single-episodic PGM. The former is a Monte Carlo approximation of the model-based PGM, whereas the latter is a simplified version of the former for ease of use in real systems. A sample complexity analysis of both methods is also presented. Finally, the effectiveness of the model-based/model-free PGMs is investigated through a numerical simulation. Comment: Accepted in European Journal of Control
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2210.09735 Zobrazit plný text záznamu View this record from Arxiv