Structured exploration in the finite horizon linear quadratic dual control problem

Open access
Date
2020-11Type
- Conference Paper
Abstract
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
Permanent link
https://doi.org/10.3929/ethz-b-000461419Publication status
publishedExternal links
Book title
21th IFAC World Congress. ProceedingsJournal / series
IFAC-PapersOnLineVolume
Pages / Article No.
Publisher
ElsevierEvent
Subject
Robustness; Linear Quadratic Regulation; Experiment design; ExplorationOrganisational unit
08814 - Smith, Roy (Tit.-Prof.)
Funding
178890 - Modeling, Identification and Control of Periodic Systems in Energy Applications (SNF)
Related publications and datasets
Is supplemented by: https://doi.org/10.3929/ethz-b-000473290
Notes
Due to the Coronavirus (COVID-19) the 21st IFAC World Congress 2020 became the 1st Virtual IFAC World Congress (IFAC-V 2020).More
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