On Regularizability and its Application to Online Control of Unstable LTI Systems

TL;DR

This paper introduces the concept of regularizability for linear systems and proposes a data-guided regulation method that stabilizes unstable systems without prior stabilizing controllers or PE data, using only input matrix knowledge.

Contribution

It defines regularizability for finite-time regulation and develops the Data-Guided Regulation (DGR) method that stabilizes systems and generates useful data for system identification.

Findings

DGR effectively stabilizes unstable systems in finite time.

The method improves computational efficiency with a rank-one update.

Demonstrated utility on online regulation of the X-29 aircraft.

Abstract

Learning, say through direct policy updates, often requires assumptions such as knowing a priori that the initial policy (gain) is stabilizing, or persistently exciting (PE) input-output data, is available. In this paper, we examine online regulation of (possibly unstable) partially unknown linear systems with no prior access to an initial stabilizing controller nor PE input-output data; we instead leverage the knowledge of the input matrix for online regulation. First, we introduce and characterize the notion of "regularizability" for linear systems that gauges the extent by which a system can be regulated in finite-time in contrast to its asymptotic behavior (commonly characterized by stabilizability/controllability). Next, having access only to the input matrix, we propose the Data-Guided Regulation (DGR) synthesis procedure that -- as its name suggests -- regulates the underlying state while also generating informative data that can subsequently be used for data-driven stabilization or system identification. We further improve the computational performance of DGR via a rank-one update and demonstrate its utility in online regulation of the X-29 aircraft.