In this article, we establish regret lower bounds for adaptively controlling an unknown linear Gaussian system with quadratic costs. We combine ideas from experiment design, estimation theory, and a perturbation bound of certain information matrices to derive regret lower bounds exhibiting scaling on the order of magnitude root T in the time horizon T . Our bounds accurately capture the role of control-theoretic parameters and we are able to show that systems that are hard to control are also hard to learn to control; when instantiated to state feedback systems we recover the dimensional dependency of earlier work but with improved scaling with system-theoretic constants, such as system costs and Gramians. Furthermore, we extend our results to a class of partially observed systems and demonstrate that systems with poor observability structure also are hard to learn to control.
QC 20250121