制御理論arXiv:2111.06084
不確かなダイナミクスを持つ系の確率微分方程式による再定式化の問題点
On the Problem of Reformulating Systems with Uncertain Dynamics as a Stochastic Differential Equation
パラメータ不確かさを持つ系をブラウン運動の外乱を加えた確率微分方程式で置き換える近似の誤りを指摘した論文。
著者: Thomas Lew, Apoorva Sharma, James Harrison, Edward Schmerling, Marco Pavone
分類: eess.SY, cs.RO, cs.SY
原文アブストラクト
We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but uncertain parameters (a source of epistemic uncertainty) with a model subject to external disturbances modeled as a Brownian motion (corresponding to aleatoric uncertainty).
