Abstract
We propose a theoretical framework for joint system identification and control on a class of stochastic linear systems. We investigate optimization algorithms for inferring endogenous and environmental parameters from data, part of which are used for control purposes. A number of non-trivial interplays among stability and performance, as well as computational challenges and fundamental limits in identification rate emerge. Our results are validated via simulation example on a quadcopter control problem.
| Original language | English |
|---|---|
| Pages (from-to) | 1084-1089 |
| Number of pages | 6 |
| Journal | IFAC-PapersOnLine |
| Volume | 53 |
| Issue number | 2 |
| DOIs | |
| State | Published - 2020 |
| Event | 21st IFAC World Congress 2020 - Berlin, Germany Duration: Jul 12 2020 → Jul 17 2020 |
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