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Dual Control of Linear Discrete-Time Systems with Time-Varying Parameters

Rosdahl, Christian LU orcid and Bernhardsson, Bo LU orcid (2020) 4th International Conference on Control, Automation and Diagnosis, ICCAD 2020 In 2020 International Conference on Control, Automation and Diagnosis, ICCAD 2020 - Proceedings
Abstract

We describe how the optimal dual controller for a discrete-time linear system can be found by approximately solving the corresponding Bellman equation using a neural network to represent the value function. We illustrate the method on an example with time-varying dynamics, where the new method is shown to give improved performance.

Please use this url to cite or link to this publication:
author
and
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
keywords
Adaptation, Control, Dual Control, Estimation, Learning
host publication
2020 International Conference on Control, Automation and Diagnosis, ICCAD 2020 - Proceedings
series title
2020 International Conference on Control, Automation and Diagnosis, ICCAD 2020 - Proceedings
article number
9260540
publisher
IEEE - Institute of Electrical and Electronics Engineers Inc.
conference name
4th International Conference on Control, Automation and Diagnosis, ICCAD 2020
conference location
Paris, France
conference dates
2020-10-07 - 2020-10-09
external identifiers
  • scopus:85098482578
ISBN
9781728169996
DOI
10.1109/ICCAD49821.2020.9260540
project
Efficient Learning of Dynamical Systems
language
English
LU publication?
yes
id
da9da75c-ec79-4cbb-a9b2-ee705ec79f0c
date added to LUP
2021-01-08 16:11:24
date last changed
2022-04-19 03:28:00
@inproceedings{da9da75c-ec79-4cbb-a9b2-ee705ec79f0c,
  abstract     = {{<p>We describe how the optimal dual controller for a discrete-time linear system can be found by approximately solving the corresponding Bellman equation using a neural network to represent the value function. We illustrate the method on an example with time-varying dynamics, where the new method is shown to give improved performance.</p>}},
  author       = {{Rosdahl, Christian and Bernhardsson, Bo}},
  booktitle    = {{2020 International Conference on Control, Automation and Diagnosis, ICCAD 2020 - Proceedings}},
  isbn         = {{9781728169996}},
  keywords     = {{Adaptation; Control; Dual Control; Estimation; Learning}},
  language     = {{eng}},
  publisher    = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
  series       = {{2020 International Conference on Control, Automation and Diagnosis, ICCAD 2020 - Proceedings}},
  title        = {{Dual Control of Linear Discrete-Time Systems with Time-Varying Parameters}},
  url          = {{http://dx.doi.org/10.1109/ICCAD49821.2020.9260540}},
  doi          = {{10.1109/ICCAD49821.2020.9260540}},
  year         = {{2020}},
}