Adaptive Control of Unknown Linear Switched Systems via Policy Gradient Methods

Abstract: We consider the policy gradient adaptive control (PGAC) framework, which adaptively updates a control policy in real time, by performing data-based gradient descent steps on the linear quadratic regulator cost. This method has empirically shown to react to changing circumstances, such as model parameters, efficiently. To formalize this observation, we design a PGAC method which stabilizes linear switched systems, where both model parameters and switching time are unknown. We use sliding window data for the policy gradient estimate and show that under a dwell time condition and small dynamics variation, the policy can track the switching dynamics and ensure closed-loop stability. We perform simulations to validate our theoretical results.