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On a Phase Transition of Regret in Linear Quadratic Control: The Memoryless Case
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0002-4140-1279
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-1835-2963
2021 (English)In: IEEE Control Systems Letters, E-ISSN 2475-1456, Vol. 5, no 2, p. 695-700, article id 9126856Article in journal (Refereed) Published
Abstract [en]

We consider an idealized version of adaptive control of a multiple input multiple output (MIMO) system without state. We demonstrate how rank deficient Fisher information in this simple memoryless problem leads to the impossibility of logarithmic rates of regret. Our analysis rests on a version of the Cramèr-Rao inequality that takes into account possible ill-conditioning of Fisher information and a pertubation result on the corresponding singular subspaces. This is used to define a sufficient condition, which we term uniformativeness, for regret to be at least order square root in the samples. 

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2021. Vol. 5, no 2, p. 695-700, article id 9126856
Keywords [en]
Adaptive control, estimation error, machine learning, stochastic systems, Adaptive control systems, Fisher information matrix, Linear control systems, Fisher information, Ill-conditioning, Linear quadratic control, Logarithmic rates, Memoryless, Singular subspaces, Square roots, MIMO systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-285250DOI: 10.1109/LCSYS.2020.3005224ISI: 000548754100023Scopus ID: 2-s2.0-85089175821OAI: oai:DiVA.org:kth-285250DiVA, id: diva2:1500463
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QC 20201112

Available from: 2020-11-12 Created: 2020-11-12 Last updated: 2025-03-19Bibliographically approved

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Ziemann, IngvarSandberg, Henrik

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