Transfer Learning for LQR Control

In this paper, we study a transfer learning framework for Linear Quadratic Regulator (LQR) control, where (i) the dynamics of the system of interest (target system) are unknown and only a short trajectory of impulse responses from the target system is provided, and (ii) impulse responses are available from $N$ source systems with different dynamics. We show that the LQR controller can be learned from a sufficiently long trajectory of impulse responses. Further, a transferable mode set can be identified using the available data from source systems and the target system, enabling the reconstruction of the target system's impulse responses for controller design. By leveraging data from source systems, we show that the sample complexity for synthesizing the LQR controller can be reduced by $50 \%$. Algorithms and numerical examples are provided to demonstrate the implementation of the proposed transfer control framework.