Robust Online Convex Optimization for Disturbance Rejection Article Swipe
Joyce Lai
,
Peter Seiler
·
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2405.07037
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2405.07037
Online convex optimization (OCO) is a powerful tool for learning sequential data, making it ideal for high precision control applications where the disturbances are arbitrary and unknown in advance. However, the ability of OCO-based controllers to accurately learn the disturbance while maintaining closed-loop stability relies on having an accurate model of the plant. This paper studies the performance of OCO-based controllers for linear time-invariant (LTI) systems subject to disturbance and model uncertainty. The model uncertainty can cause the closed-loop to become unstable. We provide a sufficient condition for robust stability based on the small gain theorem. This condition is easily incorporated as an on-line constraint in the OCO controller. Finally, we verify via numerical simulations that imposing the robust stability condition on the OCO controller ensures closed-loop stability.
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Metadata
- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2405.07037
- https://arxiv.org/pdf/2405.07037
- OA Status
- green
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4396913220
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4396913220Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.48550/arxiv.2405.07037Digital Object Identifier
- Title
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Robust Online Convex Optimization for Disturbance RejectionWork title
- Type
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preprintOpenAlex work type
- Language
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enPrimary language
- Publication year
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2024Year of publication
- Publication date
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2024-05-11Full publication date if available
- Authors
-
Joyce Lai, Peter SeilerList of authors in order
- Landing page
-
https://arxiv.org/abs/2405.07037Publisher landing page
- PDF URL
-
https://arxiv.org/pdf/2405.07037Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
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https://arxiv.org/pdf/2405.07037Direct OA link when available
- Concepts
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Disturbance (geology), Regular polygon, Convex optimization, Computer science, Control theory (sociology), Mathematical optimization, Mathematics, Artificial intelligence, Control (management), Biology, Paleontology, GeometryTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
- Related works (count)
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10Other works algorithmically related by OpenAlex
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