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Poster

On the Sample Complexity of Stabilizing LTI Systems on a Single Trajectory

Yang Hu · Adam Wierman · Guannan Qu

Hall J (level 1) #936

Keywords: [ learning-based control ] [ Sample Complexity ] [ Stability ] [ linear time-invariant systems ]


Abstract: Stabilizing an unknown dynamical system is one of the central problems in control theory. In this paper, we study the sample complexity of the learn-to-stabilize problem in Linear Time-Invariant (LTI) systems on a single trajectory. Current state-of-the-art approaches require a sample complexity linear in n, the state dimension, which incurs a state norm that blows up exponentially in n. We propose a novel algorithm based on spectral decomposition that only needs to learn a small part'' of the dynamical matrix acting on its unstable subspace. We show that, under proper assumptions, our algorithm stabilizes an LTI system on a single trajectory with O(klogn) samples, where k is the instability index of the system. This represents the first sub-linear sample complexity result for the stabilization of LTI systems under the regime when k=o(n).

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