Learning the Uncertainty Sets for Control Dynamics via Set Membership: A Non-Asymptotic Analysis

التفاصيل البيبلوغرافية
العنوان: Learning the Uncertainty Sets for Control Dynamics via Set Membership: A Non-Asymptotic Analysis
المؤلفون: Li, Yingying, Yu, Jing, Conger, Lauren, Kargin, Taylan, Wierman, Adam
سنة النشر: 2023
المجموعة: Computer Science
Mathematics
Statistics
مصطلحات موضوعية: Mathematics - Optimization and Control, Computer Science - Machine Learning, Mathematics - Statistics Theory
الوصف: This paper studies uncertainty set estimation for unknown linear systems. Uncertainty sets are crucial for the quality of robust control since they directly influence the conservativeness of the control design. Departing from the confidence region analysis of least squares estimation, this paper focuses on set membership estimation (SME). Though good numerical performances have attracted applications of SME in the control literature, the non-asymptotic convergence rate of SME for linear systems remains an open question. This paper provides the first convergence rate bounds for SME and discusses variations of SME under relaxed assumptions. We also provide numerical results demonstrating SME's practical promise.
Comment: ICML 2024
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2309.14648
رقم الأكسشن: edsarx.2309.14648
قاعدة البيانات: arXiv