Regret of $H_\infty$ Preview Controllers

Abstract

This paper studies preview control in both the $H_\infty$ and regret-optimal settings. The plant is modeled as a discrete-time, linear time-invariant system subject to external disturbances. The performance baseline is the optimal non-causal controller that has full knowledge of the disturbance sequence. We first review the construction of the $H_\infty$ preview controller with $p$-steps of disturbance preview. We then show that the closed-loop $H_\infty$ performance of this preview controller converges as $p\to \infty$ to the performance of the optimal non-causal controller. Furthermore, we prove that the optimal regret of the preview controller converges to zero. These results demonstrate that increasing preview length allows controllers to asymptotically achieve non-causal performance in both the $H_\infty$ and regret frameworks. A numerical example illustrates the theoretical results.