2012/06/26 by Yi-Hao Kao, Kao, Yi-Hao, Benjamin Van Roy +1
Engineering · #Advanced Control Systems Optimization #Control Systems and Identification #FOS: Computer and information sciences #FOS: Electrical engineering #Fault Detection and Control Systems #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.1206.6141
openalex publication_date 2012/06/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We propose directed time series regression, a new approach to estimating parameters of time-series models for use in certainty equivalent model predictive control. The approach combines merits of least squares regression and empirical optimization. Through a computational study involving a stochastic version of a well known inverted pendulum balancing problem, we demonstrate that directed time series regression can generate significant improvements in controller performance over either of the aforementioned alternatives.