Stable Online Control of Linear Time-Varying Systems

• URL: http://arxiv.org/abs/2104.14134v2
• Date: Fri, 30 Apr 2021 03:41:41 GMT
• Title: Stable Online Control of Linear Time-Varying Systems
• Authors: Guannan Qu, Yuanyuan Shi, Sahin Lale, Anima Anandkumar, Adam Wierman
• Abstract summary: COCO-LQ is an efficient online control algorithm that guarantees input-to-state stability for a large class of LTV systems. We empirically demonstrate the performance of COCO-LQ in both synthetic experiments and a power system frequency control example.
• Score: 49.41696101740271
• License: http://creativecommons.org/licenses/by-nc-nd/4.0/
• Abstract: Linear time-varying (LTV) systems are widely used for modeling real-world dynamical systems due to their generality and simplicity. Providing stability guarantees for LTV systems is one of the central problems in control theory. However, existing approaches that guarantee stability typically lead to significantly sub-optimal cumulative control cost in online settings where only current or short-term system information is available. In this work, we propose an efficient online control algorithm, COvariance Constrained Online Linear Quadratic (COCO-LQ) control, that guarantees input-to-state stability for a large class of LTV systems while also minimizing the control cost. The proposed method incorporates a state covariance constraint into the semi-definite programming (SDP) formulation of the LQ optimal controller. We empirically demonstrate the performance of COCO-LQ in both synthetic experiments and a power system frequency control example.

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