On The Optimization Landscape Of Dynamic Output Feedback: A Case Study For Linear Quadratic Regulator

Abstract

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control. However, most of the existing literature only considers the optimization landscape for static full-state or output feedback policies (controllers). We investigate the more challenging case of dynamic output-feedback policies for linear quadratic regulation (abbreviated as dLQR), which is prevalent in practice but has a rather complicated optimization landscape. We first show how the dLQR cost varies with the coordinate transformation of the dynamic controller and then derive the optimal transformation for a given observable stabilizing controller. At the core of our results is the uniqueness of the stationary point of dLQR when it is observable, which is in a concise form of an observer-based controller with the optimal sim

Stats

• citations3
• S2 citations—
• github stars0
• HF likes0
• heat score4.52
• arxiv keyduan2022on

Related papers

• Sample Complexity Of The Linear Quadratic Regulator: A Reinforcement Learning Lens (2024)0.00
• Online Policy Gradient For Model Free Learning Of Linear Quadratic Regulators With \(\sqrt{t}\) Regret (2021)0.00
• Some Remarks On Gradient Dominance And LQR Policy Optimization (2025)0.00
• Robust Reinforcement Learning: A Case Study In Linear Quadratic Regulation (2020)11.19
• Revisiting LQR Control From The Perspective Of Receding-horizon Policy Gradient (2023)8.60
• A Tour Of Reinforcement Learning: The View From Continuous Control (2018)19.86
• Implicit Bias Of Policy Gradient In Linear Quadratic Control: Extrapolation To Unseen Initial States (2024)0.00
• The Gap Between Model-based And Model-free Methods On The Linear Quadratic Regulator: An Asymptotic Viewpoint (2018)0.00