Structured exploration in the finite horizon linear quadratic dual control problem
- Conference Paper
This paper presents a novel approach to synthesize dual controllers for unknown linear time-invariant systems with the tasks of optimizing a quadratic cost while reducing the uncertainty. To this end, a synthesis problem is defined where the feedback law has to simultaneously gain knowledge of the system and robustly optimize the cost. By framing the problem in a finite horizon setting, the trade-offs arising when the tasks include both identification and control are formally captured in the optimization problem. Results show that efficient exploration strategies are achieved when the structure of the problem is exploited. Show more
Book title21th IFAC World Congress. Proceedings
Journal / seriesIFAC-PapersOnLine
Pages / Article No.
SubjectRobustness; Linear Quadratic Regulation; Experiment design; Exploration
Organisational unit08814 - Smith, Roy (Tit.-Prof.)
178890 - Modeling, Identification and Control of Periodic Systems in Energy Applications (SNF)
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Is supplemented by: https://doi.org/10.3929/ethz-b-000473290
NotesDue to the Coronavirus (COVID-19) the 21st IFAC World Congress 2020 became the 1st Virtual IFAC World Congress (IFAC-V 2020).
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