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Predictive Linear Online Tracking for Unknown Targets

ICML 2024 · Bandits and online learning › Online convex optimization and games · approach: Online linear-quadratic control regret · 0 citations (OpenAlex)

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Proposes PLOT, a predictive online tracking controller that learns an unknown time-varying AR target model with multi-step RLS predictors (forgetting factor, delayed-feedback learners) and applies receding-horizon certainty-equivalent control, with O(sqrt(T V_T)) dynamic regret and a Crazyflie quadrotor demo.

Problem

Online tracking of an unknown, non-stationary target in known linear control systems with quadratic costs, where target states are revealed sequentially; the goal is low dynamic regret against a non-causal optimal controller.

Approach

Decouple tracking into online prediction and control: W separate k-step-ahead RLS predictors with exponential forgetting (improper learning, delayed feedback handled by k non-overlapping learners) feed a certainty-equivalent receding-horizon feedforward law; regret is measured through the total variation of target dynamics V_T rather than of target states.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use PLOT's learned, time-varying target dynamics and forgetting factor instead of the compared online control methodsOnline tracking controllers · Non-stationary target simulation, T=200 secondsdynamic regretHelped
Use PLOT instead of Naive LQR's state-error feedback without an affine termCrazyflie 2.1 · Infinity-shaped target, T=40 secondstracking errorHelped
Increase the prediction horizon from too-small values (ablation)PLOT · Circular target with zero dynamics path lengthtracking performanceHelped
Increase the prediction horizon beyond the effective horizon (ablation)PLOT · Circular target with zero dynamics path lengthdynamic regretNo clear effect
Set the forgetting-factor exponent to a=0.25 instead of a=0.1, 0.5, or 1 (ablation)PLOT · Spiral target with V_T = \mathcal{O}(\sqrt{T})dynamic regretHelped

Surprising findings

Limitations

Experimental setup

Datasets: simulated target trajectories (circular, spiraling, time-varying AR dynamics)

Benchmarks: simulated quadrotor tracking of circular and spiral targets hardware Crazyflie infinity-shaped reference tracking

Metrics: dynamic regret tracking error accumulated regret

Baselines: disturbance-action policy (DAP) with memory Riccatitron SS-OGD Follow the Leader Naive LQR

Builds on: online non-stochastic control recursive least squares with forgetting factors delayed feedback learning reduction performance difference lemma

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