Title
Low-complexity learning of Linear Quadratic Regulators from noisy data
Abstract
This paper considers the Linear Quadratic Regulator problem for linear systems with unknown dynamics, a central problem in data-driven control and reinforcement learning. We propose a method that uses data to directly return a controller without estimating a model of the system. Sufficient conditions are given under which this method returns a stabilizing controller with guaranteed relative error when the data used to design the controller are affected by noise. This method has low complexity as it only requires a finite number of samples of the system response to a sufficiently exciting input, and can be efficiently implemented as a semi-definite programme.
Year
DOI
Venue
2021
10.1016/j.automatica.2021.109548
Automatica
DocType
Volume
Issue
Journal
128
1
ISSN
Citations 
PageRank 
0005-1098
3
0.40
References 
Authors
0
2
Name
Order
Citations
PageRank
de persis1108779.28
Pietro Tesi245232.00