Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the Certainty-Equivalence Approach to Direct Data-Driven LQR Design   The linear quadratic regulator (LQR) problem is a cornerstone of automatic
control, and it has been widely studied in the data-driven setting. The various
data-driven approaches can be classified as indirect (i.e., based on an
identified model) versus direct or as robust (i.e., taking uncertainty into
account) versus certainty-equivalence. Here we show how to bridge these
different formulations and propose a novel, direct, and regularized
formulation. We start from indirect certainty-equivalence LQR, i.e.,
least-square identification of state-space matrices followed by a nominal
model-based design, formalized as a bi-level program. We show how to transform
this problem into a single-level, regularized, and direct data-driven control
formulation, where the regularizer accounts for the least-square data fitting
criterion. For this novel formulation we carry out a robustness and performance
analysis in presence of noisy data. Our proposed direct and regularized
formulation is also amenable to be further blended with a
robust-stability-promoting regularizer. In a numerical case study we compare
regularizers promoting either robustness or certainty-equivalence, and we
demonstrate the remarkable performance when blending both of them.

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The categories of this paper are: cmp-lg
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The categories of this paper are: supr-con
0
The categories of this paper are: hep-ph
12
The categories of this paper are: nucl-th
26
The categories of this paper are: bayes-an
25
The categories of this paper are: patt-sol
9
The categories of this paper are: nlin
31
The categories of this paper are: ao-sci
14
The categories of this paper are: math-ph
1
The categories of this paper are: cs
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The categories of this paper are: dg-ga
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The categories of this paper are: alg-geom
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The categories of this paper are: atom-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: chem-ph
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The categories of this paper are: q-fin