文章基本信息

标题：Structured exploration in the finite horizon linear quadratic dual control problem ⁎
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作者：Andrea Iannelli ; Mohammad Khosravi ; Roy S. Smith 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2020
卷号：53
期号：2
页码：959-964
DOI：10.1016/j.ifacol.2020.12.1263
语种：English
出版社：Elsevier
摘要：AbstractThis paper presents a novel approach to synthesize dual controllers for unknown linear time-invariant systems with the tasks of optimizing a quadratic cost while reducing the uncertainty. To this end, a synthesis problem is defined where the feedback law has to simultaneously gain knowledge of the system and robustly optimize the cost. By framing the problem in a finite horizon setting, the trade-offs arising when the tasks include both identification and control are formally captured in the optimization problem. Results show that efficient exploration strategies are achieved when the structure of the problem is exploited.
关键词：KeywordsRobustnessLinear Quadratic RegulationExperiment designExploration