اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدNon-Episodic Learning for Online LQR of Unknown Linear Gaussian System
144
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
This paper considers the data-driven linear-quadratic regulation (LQR) problem where the system parameters are unknown and need to be identified in real time. Contrary to existing system identification and data-driven control methods, which typically require either offline data collection or multiple resets, we propose an online non-episodic algorithm that gains knowledge about the system from a single trajectory. The algorithm guarantees that both the identification error and the suboptimality gap of control performance in this trajectory converge to zero almost surely. Furthermore, we characterize the almost sure convergence rates of identification and control, and reveal an optimal trade-off between exploration and exploitation. We provide a numerical example to illustrate the effectiveness of our proposed strategy.
قيم البحث
اقرأ أيضاً
This paper focuses on the controller synthesis for unknown, nonlinear systems while ensuring safety constraints. Our approach consists of two steps, a learning step that uses Gaussian processes and a controller synthesis step that is based on control
barrier functions. In the learning step, we use a data-driven approach utilizing Gaussian processes to learn the unknown control affine nonlinear dynamics together with a statistical bound on the accuracy of the learned model. In the second controller synthesis steps, we develop a systematic approach to compute control barrier functions that explicitly take into consideration the uncertainty of the learned model. The control barrier function not only results in a safe controller by construction but also provides a rigorous lower bound on the probability of satisfaction of the safety specification. Finally, we illustrate the effectiveness of the proposed results by synthesizing a safety controller for a jet engine example.
State estimation is critical to control systems, especially when the states cannot be directly measured. This paper presents an approximate optimal filter, which enables to use policy iteration technique to obtain the steady-state gain in linear Gaus
sian time-invariant systems. This design transforms the optimal filtering problem with minimum mean square error into an optimal control problem, called Approximate Optimal Filtering (AOF) problem. The equivalence holds given certain conditions about initial state distributions and policy formats, in which the system state is the estimation error, control input is the filter gain, and control objective function is the accumulated estimation error. We present a policy iteration algorithm to solve the AOF problem in steady-state. A classic vehicle state estimation problem finally evaluates the approximate filter. The results show that the policy converges to the steady-state Kalman gain, and its accuracy is within 2 %.
We revisit the Thompson sampling algorithm to control an unknown linear quadratic (LQ) system recently proposed by Ouyang et al (arXiv:1709.04047). The regret bound of the algorithm was derived under a technical assumption on the induced norm of the
closed loop system. In this technical note, we show that by making a minor modification in the algorithm (in particular, ensuring that an episode does not end too soon), this technical assumption on the induced norm can be replaced by a milder assumption in terms of the spectral radius of the closed loop system. The modified algorithm has the same Bayesian regret of $tilde{mathcal{O}}(sqrt{T})$, where $T$ is the time-horizon and the $tilde{mathcal{O}}(cdot)$ notation hides logarithmic terms in~$T$.
We present a new method of learning control policies that successfully operate under unknown dynamic models. We create such policies by leveraging a large number of training examples that are generated using a physical simulator. Our system is made o
f two components: a Universal Policy (UP) and a function for Online System Identification (OSI). We describe our control policy as universal because it is trained over a wide array of dynamic models. These variations in the dynamic model may include differences in mass and inertia of the robots components, variable friction coefficients, or unknown mass of an object to be manipulated. By training the Universal Policy with this variation, the control policy is prepared for a wider array of possible conditions when executed in an unknown environment. The second part of our system uses the recent state and action history of the system to predict the dynamics model parameters mu. The value of mu from the Online System Identification is then provided as input to the control policy (along with the system state). Together, UP-OSI is a robust control policy that can be used across a wide range of dynamic models, and that is also responsive to sudden changes in the environment. We have evaluated the performance of this system on a variety of tasks, including the problem of cart-pole swing-up, the double inverted pendulum, locomotion of a hopper, and block-throwing of a manipulator. UP-OSI is effective at these tasks across a wide range of dynamic models. Moreover, when tested with dynamic models outside of the training range, UP-OSI outperforms the Universal Policy alone, even when UP is given the actual value of the model dynamics. In addition to the benefits of creating more robust controllers, UP-OSI also holds out promise of narrowing the Reality Gap between simulated and real physical systems.
This paper proposes a sparse Bayesian treatment of deep neural networks (DNNs) for system identification. Although DNNs show impressive approximation ability in various fields, several challenges still exist for system identification problems. First,
DNNs are known to be too complex that they can easily overfit the training data. Second, the selection of the input regressors for system identification is nontrivial. Third, uncertainty quantification of the model parameters and predictions are necessary. The proposed Bayesian approach offers a principled way to alleviate the above challenges by marginal likelihood/model evidence approximation and structured group sparsity-inducing priors construction. The identification algorithm is derived as an iterative regularized optimization procedure that can be solved as efficiently as training typical DNNs. Furthermore, a practical calculation approach based on the Monte-Carlo integration method is derived to quantify the uncertainty of the parameters and predictions. The effectiveness of the proposed Bayesian approach is demonstrated on several linear and nonlinear systems identification benchmarks with achieving good and competitive simulation accuracy.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
