Ensuring the Safety of Uncertified Linear State-Feedback Controllers via Switching

Abstract: Sustained research efforts have been devoted to learning optimal controllers for linear stochastic dynamical systems with unknown parameters, but due to the corruption of noise, learned controllers are usually uncertified in the sense that they may destabilize the system. To address this potential instability, we propose a "plug-and-play" modification to the uncertified controller which falls back to a known stabilizing controller when the norm of the state exceeds a certain threshold. We show that the switching strategy enhances the safety of the uncertified controller by making the linear-quadratic cost bounded even if the underlying linear feedback gain is destabilizing. We also prove the near-optimality of the proposed strategy by quantifying the maximum performance loss caused by switching as asymptotically negligible. Finally, we demonstrate the effectiveness of the proposed switching strategy using simulation on an industrial process example.