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• Provably Stable Learning Control of Linear Dynamics With Multiplicative Noise AI翻译
  作者：Coppens, Peter; Patrinos, Panagiotis
  作者单位：KU Leuven
  摘要：Control of linear dynamics with multiplicative noise naturally introduces robustness against dynamical uncertainty. Moreover, many physical systems are subject to multiplicative disturbances. In this work, we show how these dynamics can be identified from state trajectories. The least-squares scheme enables the exploitation of prior information and comes with practical data-driven confidence bounds and sample complexity guarantees. We complement this scheme with an associated control synthesis...