Learning Robust LQ-Controllers Using Application Oriented Exploration

• This letter concerns the problem of learning robust LQ-controllers, when the dynamics of the linear system are unknown. First, we propose a robust control synthesis method to minimize the worst-case LQ cost, with probability 1-δ , given empirical observations of the system. Next, we propose an approximate dual controller that simultaneously regulates the system and reduces model uncertainty. The objective of the dual controller is to minimize the worst-case cost attained by a new robust controller, synthesized with the reduced model uncertainty. The dual controller is subject to an exploration budget in the sense that it has constraints on its worst-case cost with respect to the current model uncertainty. In our numerical experiments, we observe better performance of the proposed robust LQ regulator over the existing methods. Moreover, the dual control strategy gives promising results in comparison with the common greedy random exploration strategies.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

Identification

machine learning

robust control

Budget control

Control system synthesis

Identification (control systems)

Learning systems

Linear systems

Numerical methods

Uncertainty analysis

Application-oriented

Exploration budget

Exploration strategies

Model uncertainties

Numerical experiments

Robust control synthesis

Robust controllers

Robust LQ controller

Controllers

Informations- och kommunikationsteknik

Information and Communication Technology

Publikations- och innehållstyp

ref (ämneskategori)

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