Logarithmic Regret via Passive Change Detection in Piecewise-Stationary Self-Tuning Regulation
We study minimum-variance control of an unknown autoregressive system with exogenous inputs and coefficients that change at unknown times. Under bounded independent disturbances, fixed detection gaps, stability and feasibility conditions, and sufficient time between changes, we prove \(O((C+1)\log((T+1)/δ))\) regret with probability at least \(1-δ\), where \(T\) is the horizon and \(C\) the number of changes. Unlike switching bandits, where unselected arms can change unobserved, admissible plant changes provide information during exploitation: the correct feasible controller leaves only the disturbance in the output, whereas a detectable change raises output energy under the old controlle...
| Authors | A. Ch. Madhusudanarao, Rahul Singh |
|---|---|
| Primary category | cs.LG |
| Published | 7 October 2026 |
| Last updated at source | 7 October 2026 |
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