Robust Online Learning Method Based on Dynamical Linear Quadratic Regulator

In this paper, a novel algorithm is proposed for inferring online learning tasks efficiently. By a carefully designed scheme, the online learning problem is first formulated as a state feedback control problem for a series of finite-dimensional systems. Then, the online linear quadratic regulator (O...

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Bibliographic Details
Main Authors: Hanwen Ning, Jiaming Zhang, Xingjian Jing, Tianhai Tian
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8807177/