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arXiv 2103.08629eess.SYcs.SYmath.DSmath.OC
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从噪声数据中学习控制器的权衡

Trade-offs in learning controllers from noisy data

Andrea Bisoffi, Claudio De Persis, Pietro Tesi

摘要:

在数据驱动控制中,一个核心问题是如何处理噪声数据。在这项工作中,我们考虑的问题,设计一个稳定的控制器的未知线性系统只使用有限的一组噪声数据收集系统。对于这个问题,最近的许多工作都考虑了基于能量型界的扰动模型。在这里,我们考虑一个替代的更自然的模型,干扰服从瞬时边界。在这种情况下,现有的方法,将瞬时边界转换为能量型边界,可能过于保守。相比之下,没有任何转换步骤,简单的参数的基础上的S-过程导致一个非常有效的控制器设计通过凸规划。具体来说,后一个设计问题的可行集总是更大,而与数据一致的系统矩阵集总是更小,并且随着数据点的数量而显着减少。这些研究结果和一些计算方面的一些数值例子中进行检查。

英文摘要:

In data-driven control, a central question is how to handle noisy data. In this work, we consider the problem of designing a stabilizing controller for an unknown linear system using only a finite set of noisy data collected from the system. For this problem, many recent works have considered a disturbance model based on energy-type bounds. Here, we consider an alternative more natural model where the disturbance obeys instantaneous bounds. In this case, the existing approaches, which would convert instantaneous bounds into energy-type bounds, can be overly conservative. In contrast, without any conversion step, simple arguments based on the S-procedure lead to a very effective controller design through a convex program. Specifically, the feasible set of the latter design problem is always larger, and the set of system matrices consistent with data is always smaller and decreases significantly with the number of data points. These findings and some computational aspects are examined in a number of numerical examples.

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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