Safe and Efficient Switching Mechanism Design for Uncertified Linear Controller
Yiwen Lu, Yilin Mo

TL;DR
This paper introduces a safe switching mechanism for uncertified linear controllers that guarantees system stability and performance bounds, even under noise corruption, by switching to a known stabilizer when necessary.
Contribution
It proposes a novel plug-and-play switching strategy that ensures safety and efficiency for uncertified controllers in stochastic linear systems.
Findings
The switching strategy guarantees bounded quadratic cost.
Performance loss converges super-exponentially under Gaussian noise.
The method is validated through numerical simulation on the Tennessee Eastman Process.
Abstract
Sustained research efforts have been devoted to learning optimal controllers for linear stochastic dynamical systems with unknown parameters, but due to the corruption of noise, learned controllers are usually uncertified in the sense that they may destabilize the system. To address this potential instability, we propose a "plug-and-play" modification to the uncertified controller which falls back to a known stabilizing controller when the norm of the difference between the uncertified and the fall-back control input exceeds a certain threshold. We show that the switching strategy is both safe and efficient, in the sense that: 1) the linear-quadratic cost of the system is always bounded even if original uncertified controller is destabilizing; 2) in case the uncertified controller is stabilizing, the performance loss caused by switching converges super-exponentially to for Gaussian…
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Taxonomy
TopicsStochastic processes and financial applications · Markov Chains and Monte Carlo Methods · Gaussian Processes and Bayesian Inference
