arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2005.02767eess.SYcs.LGcs.ROcs.SY
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最优控制器逆学习的极大似然方法

Maximum Likelihood Methods for Inverse Learning of Optimal Controllers

ETH Zurich(苏黎世联邦理工学院)

Marcel Menner, Melanie N. Zeilinger

摘要:

针对约束最优控制问题,提出了一种基于KKT条件的目标函数逆学习方法。我们讨论了三个变量对应于不同的模型假设和计算复杂性。第一种方法使用凸松弛的KKT条件,并作为基准。本文的主要贡献是提出了两种结合KKT条件和极大似然估计的学习方法。这种组合的主要好处是系统的处理约束学习噪声数据与分支定界算法使用似然参数。本文讨论了学习方法的理论性质,并提出了仿真结果,突出使用最大似然制定学习目标函数的优点。

英文摘要:

This paper presents a framework for inverse learning of objective functions for constrained optimal control problems, which is based on the Karush-Kuhn-Tucker (KKT) conditions. We discuss three variants corresponding to different model assumptions and computational complexities. The first method uses a convex relaxation of the KKT conditions and serves as the benchmark. The main contribution of this paper is the proposition of two learning methods that combine the KKT conditions with maximum likelihood estimation. The key benefit of this combination is the systematic treatment of constraints for learning from noisy data with a branch-and-bound algorithm using likelihood arguments. This paper discusses theoretic properties of the learning methods and presents simulation results that highlight the advantages of using the maximum likelihood formulation for learning objective functions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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