In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of the system and then stabilizing the controllable subsystem. It should be emphasized that our approach does not depend on any prior model knowledge and requires only a minimal number of samples.
@article{arxiv.2208.10392,
title = {Fast identification and stabilization of unknown linear systems},
author = {Dennis Gramlich and Christian Ebenbauer},
journal= {arXiv preprint arXiv:2208.10392},
year = {2022}
}