A new regularized covariance parameterization enables effective direct data-driven LQR control for ill-conditioned data, shown equivalent to indirect Tikhonov-regularized LQR and extended to nonlinear systems via Koopman embedding.
Bridging direct and indirect data-driven control formulations via regularizations and relaxations,
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On Tikhonov Regularization for Direct and Indirect Data-Driven LQR Control
A new regularized covariance parameterization enables effective direct data-driven LQR control for ill-conditioned data, shown equivalent to indirect Tikhonov-regularized LQR and extended to nonlinear systems via Koopman embedding.