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Regret Analysis of Online Gradient Descent-based Iterative Learning Control with Model Mismatch

arXiv 2204.04722 ↗First posted 10 Apr 2022eess.SY cs.LG cs.SYcited by 1

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Abstract (arXiv)

In Iterative Learning Control (ILC), a sequence of feedforward control actions is generated at each iteration on the basis of partial model knowledge and past measurements with the goal of steering the system toward a desired reference trajectory. This is framed here as an online learning task, where the decision-maker takes sequential decisions by solving a sequence of optimization problems having only partial knowledge of the cost functions. Having established this connection, the performance of an online gradient-descent based scheme using inexact gradient information is analyzed in the setting of dynamic and static regret, standard measures in online learning. Fundamental limitations of the scheme and its integration with adaptation mechanisms are further investigated, followed by numerical simulations on a benchmark ILC problem.

Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 9 of its 26 references that are in the map. First posted on arXiv 10 Apr 2022.

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References · 9

  1. 2019Introduction to Online Convex Optimizationcited by 793
  2. 2015Online Optimization : Competing with Dynamic Comparatorscited by 99
  3. 2019The Nonstochastic Control Problemcited by 52
  4. 2013Dynamical Models and Tracking Regret in Online Convex Programmingcited by 42
  5. 2018Online Learning with Inexact Proximal Online Gradient Descent Algorithmscited by 22
  6. 2021A Regret Minimization Approach to Iterative Learning Controlcited by 8
  7. 2022Safe Control with Minimal Regretcited by 7
  8. 2020Regret-optimal control in dynamic environmentscited by 5
  9. 2022On Robustness in Optimization-Based Constrained Iterative Learning Controlcited by 1

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