AI & ML
Data-Driven Minimum Energy Control for Stochastic Linear Systems with Finite Sample Guarantees
arXiv cs.SY0 views
arXiv:2610.27599v1 Announce Type: new Abstract: The open-loop minimum-energy control (MEC) problem asks for control inputs that minimize the control energy while ensuring the terminal state reaches a desired value. In this paper, we study the open-loop MEC problem for stochastic linear time-invariant systems. We consider a variety of stochastic constraints that enforce the terminal error to be \emph{small}, and show that Stochastic MEC (SMEC) problem can be formulated as a QCQP. We obtain the optimal solution for SMEC and show that it generalizes the well-known Deterministic MEC problem by introducing novel stochastic variants of controllability and Gramian matrices and show that there exists a fundamental lower bound on the optimal control energy which cannot be overcome by increasing the time horizon of the problem. We then extend the formulation to systems with unknown dynamics using maximum-likelihood estimation and conformal calibration, and compare these approaches with direct sample-based estimation that do not incorporate structural information of SMEC problem into account. Further, with the help of bias-variance analysis, we show when incorporating structural information proves to be better than direct sample based approach. Finally, we establish finite-sample high-probability upper bounds on optimal-cost sub-optimality and original constraint-violation probability under the data-driven controller, quantifying their dependence on the number of experiments, number of samples per experiment, system dimension, input sequence dimension, and noise-to-signal ratio. Using simulations, we validate the theoretical results numerically.
Source:https://arxiv.org/abs/2610.27599PreviousMultiplexed Label-Free Cytokine Sensing Using a 128x128 CMOS ISFET Array with Flexdym Microfluidic PartitioningNextAnytime-Valid Runtime Monitoring of Learned Barrier Certificates
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