اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدSample Complexity of Linear Quadratic Gaussian (LQG) Control for Output Feedback Systems
90
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
This paper studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a robust LQG controller for open-loop stable plants. This is achieved using a robust synthesis procedure, where we first estimate a model from a single input-output trajectory of finite length, identify an H-infinity bound on the estimation error, and then design a robust controller using the estimated model and its quantified uncertainty. Our synthesis procedure leverages a recent control tool called Input-Output Parameterization (IOP) that enables robust controller design using convex optimization. For open-loop stable systems, we prove that the LQG performance degrades linearly with respect to the model estimation error using the proposed synthesis procedure. Despite the hidden states in the LQG problem, the achieved scaling matches previous results on learning Linear Quadratic Regulator (LQR) controllers with full state observations.
قيم البحث
اقرأ أيضاً
We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of this problem
using a linear matrix inequality. In particular, conditions for existence and uniqueness of optimal controls are derived, which are weaker compared to the standard approaches in the literature. We further show that also for the stochastic problem, the optimal control is given in terms of the stabilizing solution of the Lure equation, which generalizes the algebraic Riccati equation.
We study linear-quadratic optimal control problems for Voterra systems, and problems that are linear-quadratic in the control but generally nonlinear in the state. In the case of linear-quadratic Volterra control, we obtain sharp necessary and suffic
ient conditions for optimality. For problems that are linear-quadratic in the control only, we obtain a novel form of necessary conditions in the form of double Volterra equation; we prove the solvability of such equations.
Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these approaches are of
ten poorly understood because of the nonconvex nature of the underlying optimization problems and the lack of exact gradient computation. In this paper, we take a step towards demystifying the performance and efficiency of such methods by focusing on the standard infinite-horizon linear quadratic regulator problem for continuous-time systems with unknown state-space parameters. We establish exponential stability for the ordinary differential equation (ODE) that governs the gradient-flow dynamics over the set of stabilizing feedback gains and show that a similar result holds for the gradient descent method that arises from the forward Euler discretization of the corresponding ODE. We also provide theoretical bounds on the convergence rate and sample complexity of the random search method with two-point gradient estimates. We prove that the required simulation time for achieving $epsilon$-accuracy in the model-free setup and the total number of function evaluations both scale as $log , (1/epsilon)$.
In this paper, we investigate the estimator-based output feedback control problem of multi-delay systems. This work is an extension of recently developed operator-value LMI framework for infinite-dimensional time-delay systems. Based on the optimal c
onvex state feedback controller and generalized Luenberger observer synthesis conditions we already have, the estimator-based output feedback controller is designed to contain the estimates of both the present state and history of the state. An output feedback controller synthesis condition is proposed using SOS method, which is expressed in a set of LMI/SDP constraints. The simulation examples are displayed to demonstrate the effectiveness and advantages of the proposed results.
This paper addresses the problem of positive consensus of directed multi-agent systems with observer-type output-feedback protocols. More specifically, directed graph is used to model the communication topology of the multi-agent system and linear ma
trix inequalities (LMIs) are used in the consensus analysis in this paper. Using positive systems theory and graph theory, a convex programming algorithm is developed to design appropriate protocols such that the multi-agent system is able to reach consensus with its state trajectory always remaining in the non-negative orthant. Finally, numerical simulations are given to illustrate the effectiveness of the derived theoretical results.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
