Author

Bruce D. Lee

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Preprint Sep 2026

Optimal input design via Frank-Wolfe

The Frank--Wolfe framework is extended to input design for system identification with unknown dynamics and adaptive online LQR, and an $\mathcal{O}(1/M)$ convergence rate is established for the objective value, while strong convexity yields an $\mathcal{O}(1/\sqrt{M})$ rate for the iterates.

Fethi Bencherki, Bruce D. Lee, Nikolai Matni et al. · 0 citations