Robust Model-Free Learning and Control without Prior Knowledge

We present a simple model-free control algorithm that is able to robustly learn and stabilize an unknown discrete-time linear system with full control and state feedback subject to arbitrary bounded disturbance and noise sequences. The controller does not require any prior knowledge of the system dynamics, disturbances or noise, yet can guarantee robust stability, uniform asymptotic bounds and uniform worst-case bounds on the state-deviation. Rather than the algorithm itself, we would like to highlight the new approach taken towards robust stability analysis which served as a key enabler in providing the presented stability and performance guarantees. We will conclude with simulation results that show that despite the generality and simplicity, the controller demonstrates good closed-loop performance.