Control-Oriented Identification for the Linear Quadratic Regulator: Technical Report

Fuente: arXiv
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Autori principali: Anderson, Sean, Hespanha, João Pedro
Natura: Preprint
Pubblicazione: 2024
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author Anderson, Sean
Hespanha, João Pedro
author_facet Anderson, Sean
Hespanha, João Pedro
contents Data-driven control benefits from rich datasets, but constructing such datasets becomes challenging when gathering data is limited. We consider an offline experiment design approach to gathering data where we design a control input to collect data that will most improve the performance of a feedback controller. We show how such a control-oriented approach can be used in a setting with linear dynamics and quadratic objective and, through design of a gradient estimator, solve the problem via stochastic gradient descent. We show our formulation numerically outperforms an A- and L-optimal experiment design approach as well as a robust dual control approach.
format Preprint
id arxiv_https___arxiv_org_abs_2403_05455
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Control-Oriented Identification for the Linear Quadratic Regulator: Technical Report
Anderson, Sean
Hespanha, João Pedro
Systems and Control
Data-driven control benefits from rich datasets, but constructing such datasets becomes challenging when gathering data is limited. We consider an offline experiment design approach to gathering data where we design a control input to collect data that will most improve the performance of a feedback controller. We show how such a control-oriented approach can be used in a setting with linear dynamics and quadratic objective and, through design of a gradient estimator, solve the problem via stochastic gradient descent. We show our formulation numerically outperforms an A- and L-optimal experiment design approach as well as a robust dual control approach.
title Control-Oriented Identification for the Linear Quadratic Regulator: Technical Report
topic Systems and Control
url https://arxiv.org/abs/2403.05455