Improving the Performance of Robust Control through Event-Triggered
Learning
- URL: http://arxiv.org/abs/2207.14252v1
- Date: Thu, 28 Jul 2022 17:36:37 GMT
- Title: Improving the Performance of Robust Control through Event-Triggered
Learning
- Authors: Alexander von Rohr, Friedrich Solowjow, Sebastian Trimpe
- Abstract summary: We propose an event-triggered learning algorithm that decides when to learn in the face of uncertainty in the LQR problem.
We demonstrate improved performance over a robust controller baseline in a numerical example.
- Score: 74.57758188038375
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Robust controllers ensure stability in feedback loops designed under
uncertainty but at the cost of performance. Model uncertainty in time-invariant
systems can be reduced by recently proposed learning-based methods, thus
improving the performance of robust controllers using data. However, in
practice, many systems also exhibit uncertainty in the form of changes over
time, e.g., due to weight shifts or wear and tear, leading to decreased
performance or instability of the learning-based controller. We propose an
event-triggered learning algorithm that decides when to learn in the face of
uncertainty in the LQR problem with rare or slow changes. Our key idea is to
switch between robust and learned controllers. For learning, we first
approximate the optimal length of the learning phase via Monte-Carlo
estimations using a probabilistic model. We then design a statistical test for
uncertain systems based on the moment-generating function of the LQR cost. The
test detects changes in the system under control and triggers re-learning when
control performance deteriorates due to system changes. We demonstrate improved
performance over a robust controller baseline in a numerical example.
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