图 书 馆
线性二次系统自适应控制的边界Regret Bounds for the Adaptive Control of Linear Quadratic Systems |
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| 课程网址: | http://videolectures.net/colt2011_szepesvari_regret/ |
| 主讲教师: | Csaba Szepesvári |
| 开课单位: | 加拿大阿尔伯塔大学 |
| 开课时间: | 2011-08-02 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We study the average cost Linear Quadratic (LQ) problem with unknown model parameters, also known as the adaptive control problem in the control community. We design an algorithm and prove that its regret up to time T is O(√T) apart from logarithmic factors. Unlike many classical approaches that use a forced-exploration scheme to provide the suffi cient exploratory information for parameter estimation, we construct a high-probability con fidence set around the model parameters and design an algorithms that plays optimistically with respect to this con fidence set. The construction of the con fidence set is based on the new results from online least-squares estimation and leads to improved worst-case regret bound for the proposed algorithm. To best of our knowledge this is the the fi rst time that a regret bound is derived for the LQ problem. |
| 关 键 词: | 模型参数; 线性二次问题; 自适应控制; 对数因子 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-10-17：cwx |
| 阅读次数: | 51 |