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 , the state dimension, which incurs a state norm that blows up exponentially in . 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 samples, where 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 .
Chat is not available.