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Learning Robust LQ-...
Learning Robust LQ-Controllers Using Application Oriented Exploration
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- Ferizbegovic, Mina (författare)
- KTH,Reglerteknik,KTH Royal Inst Technol, Sch Elect Engn & Comp Sci, Div Decis & Control Syst, S-10044 Stockholm, Sweden.
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- Umenberger, Jack (författare)
- Uppsala universitet,Avdelningen för systemteknik,Artificiell intelligens
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- Hjalmarsson, Håkan, 1962- (författare)
- KTH,Reglerteknik,KTH Royal Inst Technol, Sch Elect Engn & Comp Sci, Div Decis & Control Syst, S-10044 Stockholm, Sweden.
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- Schön, Thomas B., Professor, 1977- (författare)
- Uppsala universitet,Avdelningen för systemteknik,Artificiell intelligens
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(creator_code:org_t)
- Institute of Electrical and Electronics Engineers (IEEE), 2020
- 2020
- Engelska.
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Ingår i: IEEE Control Systems Letters. - : Institute of Electrical and Electronics Engineers (IEEE). - 2475-1456. ; 4:1, s. 19-24
- Relaterad länk:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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https://urn.kb.se/re...
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Abstract
Ämnesord
Stäng
- 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)
- art (ämneskategori)
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