Online Learning for Supervisory Switching Control

Fuente: arXiv
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Main Authors: Sun, Haoyuan, Jadbabaie, Ali
Format: Preprint
Published: 2026
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author Sun, Haoyuan
Jadbabaie, Ali
author_facet Sun, Haoyuan
Jadbabaie, Ali
contents We study supervisory switching control for partially-observed linear dynamical systems. The objective is to identify and deploy the best controller for the unknown system by periodically selecting among a collection of $N$ candidate controllers, some of which may destabilize the underlying system. While classical estimator-based supervisory control guarantees asymptotic stability, it lacks quantitative finite-time performance bounds. Conversely, current non-asymptotic methods in both online learning and system identification require restrictive assumptions that are incompatible in a control setting, such as system stability, which preclude testing potentially unstable controllers. To bridge this gap, we propose a novel, non-asymptotic analysis of supervisory control that adapts multi-armed bandit algorithms to a control-theoretic setting. The proposed data-driven algorithm evaluates candidate controllers via scoring criteria that leverage system observability to isolate the effects of state history, enabling both detection of destabilizing controllers and accurate system identification. We present two algorithmic variants with dimension-free, finite-time guarantees, where each identifies the most suitable controller in $\mathcal{O}(N \log N)$ steps, while simultaneously achieving finite $L_2$-gain with respect to system disturbances.
format Preprint
id arxiv_https___arxiv_org_abs_2603_14762
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Online Learning for Supervisory Switching Control
Sun, Haoyuan
Jadbabaie, Ali
Optimization and Control
Machine Learning
Systems and Control
We study supervisory switching control for partially-observed linear dynamical systems. The objective is to identify and deploy the best controller for the unknown system by periodically selecting among a collection of $N$ candidate controllers, some of which may destabilize the underlying system. While classical estimator-based supervisory control guarantees asymptotic stability, it lacks quantitative finite-time performance bounds. Conversely, current non-asymptotic methods in both online learning and system identification require restrictive assumptions that are incompatible in a control setting, such as system stability, which preclude testing potentially unstable controllers. To bridge this gap, we propose a novel, non-asymptotic analysis of supervisory control that adapts multi-armed bandit algorithms to a control-theoretic setting. The proposed data-driven algorithm evaluates candidate controllers via scoring criteria that leverage system observability to isolate the effects of state history, enabling both detection of destabilizing controllers and accurate system identification. We present two algorithmic variants with dimension-free, finite-time guarantees, where each identifies the most suitable controller in $\mathcal{O}(N \log N)$ steps, while simultaneously achieving finite $L_2$-gain with respect to system disturbances.
title Online Learning for Supervisory Switching Control
topic Optimization and Control
Machine Learning
Systems and Control
url https://arxiv.org/abs/2603.14762