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Learning Robust LQ-Controllers Using Application Oriented Exploration
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).
Department of Information Technology, Uppsala University, Uppsala, 751 05, Sweden.
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0002-9368-3079
epartment of Information Technology, Uppsala University, Uppsala, 751 05, Sweden.
2020 (English)In: IEEE Control Systems Letters, ISSN 2475-1456, Vol. 4, no 1, p. 19-24, article id 8732482Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2020. Vol. 4, no 1, p. 19-24, article id 8732482
Keywords [en]
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
National Category
Control Engineering
Research subject
Information and Communication Technology
Identifiers
URN: urn:nbn:se:kth:diva-263457DOI: 10.1109/LCSYS.2019.2921512Scopus ID: 2-s2.0-85067870073OAI: oai:DiVA.org:kth-263457DiVA, id: diva2:1375445
Funder
Knut and Alice Wallenberg Foundation
Note

QC 20191205

Available from: 2019-12-05 Created: 2019-12-05 Last updated: 2019-12-05Bibliographically approved

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Ferizbegovic, MinaHjalmarsson, Håkan

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