Online greedy identification of linear dynamical systems

Code

• github.com/mb-29/greedy-identification
  OfficialIn paperpytorch★ 2

Abstract

This work addresses the problem of exploration in an unknown environment. For linear dynamical systems, we use an experimental design framework and introduce an online greedy policy where the control maximizes the information of the next step. In a setting with a limited number of experimental trials, our algorithm has low complexity and shows experimentally competitive performances compared to more elaborate gradient-based methods.

Tasks

Reproductions