1. The Bayesian Separation Principle for Data-driven Control
- Author
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Grimaldi, Riccardo Alessandro, Baggio, Giacomo, Carli, Ruggero, and Pillonetto, Gianluigi
- Subjects
Electrical Engineering and Systems Science - Systems and Control - Abstract
This paper investigates the existence of a separation principle between model identification and control design in the context of model predictive control. First, we elucidate that the separation principle holds asymptotically in the number of data in a Fisherian setting, and universally in a Bayesian setting. Then, by formulating model predictive control within a Gaussian regression framework, we describe how the Bayesian separation principle can be used to derive explicit, uncertainty-aware expressions for the control cost and optimal input sequence, thereby bridging direct and indirect data-driven approaches., Comment: 13 pages, 1 figure
- Published
- 2024